0.23Open0.24Pre Close5 Volume147 Open Interest95.00Strike Price115.00Turnover16.87%IV5.80%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.0906Delta0.0351Gamma503.00Leverage Ratio-0.0127Theta-0.0060Rho-45.57Eff Leverage0.0449Vega