0.09Open0.11Pre Close21 Volume338 Open Interest126.00Strike Price115.00Turnover157.93%IV2.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0380Delta0.0418Gamma4080.67Leverage Ratio-2.0182Theta0.0000Rho155.24Eff Leverage0.0010Vega