0.10Open0.22Pre Close11 Volume29 Open Interest128.00Strike Price115.00Turnover38.20%IV6.12%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0612Delta0.0217Gamma907.87Leverage Ratio-0.0721Theta-0.0009Rho-55.52Eff Leverage0.0177Vega