1.15Open1.65Pre Close1 Volume2 Open Interest6.50Strike Price115.00Turnover117.59%IV0.79%PremiumDec 20, 2024Expiry Date1.09Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9185Delta0.1800Gamma6.75Leverage Ratio-0.0185Theta0.0005Rho6.20Eff Leverage0.0011Vega