1.15Open1.30Pre Close1 Volume1 Open Interest78.50Strike Price115.00Turnover230.15%IV0.06%PremiumOct 4, 2024Expiry Date1.10Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8880Delta0.2081Gamma69.22Leverage Ratio-9.4486Theta0.0000Rho61.47Eff Leverage0.0008Vega