0.10Open0.07Pre Close21 Volume36 Open Interest57.00Strike Price115.00Turnover680.10%IV2.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0377Delta0.1234Gamma5581.00Leverage Ratio-22.9568Theta0.0000Rho210.49Eff Leverage0.0001Vega