0.01Open0.04Pre Close115 Volume4.78K Open Interest43.00Strike Price115.00Turnover174.76%IV3.41%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0996Gamma4159.00Leverage Ratio-0.6761Theta0.0000Rho140.76Eff Leverage0.0003Vega