1.15Open1.50Pre Close1 Volume1 Open Interest7.00Strike Price115.00Turnover132.14%IV6.10%PremiumOct 18, 2024Expiry Date0.77Intrinsic Value100Multiplier20DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5832Delta0.2012Gamma4.98Leverage Ratio-0.0182Theta-0.0024Rho-2.91Eff Leverage0.0057Vega