0.48Open1.21Pre Close19 Volume33 Open Interest79.50Strike Price315.00Turnover29.80%IV0.03%PremiumDec 6, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6636Delta1.1738Gamma497.63Leverage Ratio-0.9310Theta0.0001Rho330.23Eff Leverage0.0038Vega