4.35Open5.40Pre Close267 Volume831 Open Interest100.00Strike Price115.03KTurnover51.36%IV5.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4343Delta0.0315Gamma22.39Leverage Ratio-0.1107Theta-0.0250Rho-9.72Eff Leverage0.0962Vega