0.05Open0.05Pre Close15 Volume234 Open Interest21.00Strike Price115.00Turnover57.36%IV18.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0636Delta0.0663Gamma354.60Leverage Ratio-0.0092Theta0.0004Rho22.56Eff Leverage0.0041Vega