0.05Open0.04Pre Close23 Volume1.71K Open Interest20.00Strike Price115.00Turnover238.69%IV70.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0410Delta0.0265Gamma235.20Leverage Ratio-0.0249Theta0.0001Rho9.65Eff Leverage0.0012Vega