0.25Open0.48Pre Close5 Volume199 Open Interest30.00Strike Price115.00Turnover30.52%IV10.36%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1251Delta0.0991Gamma218.56Leverage Ratio-0.0098Theta0.0020Rho27.35Eff Leverage0.0140Vega