0.05Open0.30Pre Close23 Volume1.12K Open Interest12.50Strike Price115.00Turnover163.16%IV50.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0144Delta0.0042Gamma501.80Leverage Ratio-0.0092Theta-0.0002Rho-7.24Eff Leverage0.0020Vega