0.05Open0.07Pre Close23 Volume356 Open Interest12.00Strike Price115.00Turnover141.77%IV20.60%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0514Delta0.0481Gamma301.00Leverage Ratio-0.0266Theta-0.0001Rho-15.47Eff Leverage0.0016Vega