0.48Open1.21Pre Close19 Volume33 Open Interest79.50Strike Price315.00Turnover20.90%IV0.01%PremiumDec 6, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8137Delta1.3990Gamma513.74Leverage Ratio-0.5416Theta0.0001Rho418.03Eff Leverage0.0025Vega