0.15Open0.17Pre Close16 Volume20 Open Interest15.00Strike Price115.00Turnover207.98%IV38.41%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.0668Gamma109.10Leverage Ratio-0.0425Theta0.0001Rho10.22Eff Leverage0.0020Vega