0.55Open0.70Pre Close2 Volume17 Open Interest55.00Strike Price115.00Turnover52.81%IV15.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.1798Delta0.0419Gamma84.03Leverage Ratio-0.0384Theta0.0049Rho15.11Eff Leverage0.0310Vega