0.04Open0.04Pre Close24 Volume894 Open Interest30.50Strike Price115.00Turnover169.63%IV32.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0290Delta0.0202Gamma657.71Leverage Ratio-0.0294Theta0.0000Rho19.10Eff Leverage0.0013Vega