0.01Open0.01Pre Close115 Volume202 Open Interest32.50Strike Price115.00Turnover87.69%IV10.22%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0152Delta0.0210Gamma3619.00Leverage Ratio-0.0100Theta0.0000Rho-55.01Eff Leverage0.0008Vega