0.50Open0.32Pre Close2 Volume32 Open Interest16.50Strike Price115.00Turnover58.67%IV1.57%PremiumJul 26, 2024Expiry Date0.39Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6655Delta0.3341Gamma25.01Leverage Ratio-0.0490Theta0.0013Rho16.65Eff Leverage0.0068Vega