0.45Open0.55Pre Close3 Volume11 Open Interest865.00Strike Price115.00Turnover67.67%IV15.39%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0149Delta0.0008Gamma2999.28Leverage Ratio-0.1940Theta0.0010Rho44.62Eff Leverage0.0269Vega