0.55Open0.50Pre Close2 Volume626 Open Interest1.00Strike Price115.00Turnover1150.48%IV0.63%PremiumJul 19, 2024Expiry Date0.59Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9548Delta0.1990Gamma2.65Leverage Ratio-0.0880Theta0.0000Rho2.53Eff Leverage0.0000Vega