1.15Open2.34Pre Close1 Volume188 Open Interest29.00Strike Price115.00Turnover31.31%IV1.62%PremiumAug 16, 2024Expiry Date0.67Intrinsic Value100Multiplier25DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.6414Delta0.1527Gamma21.19Leverage Ratio-0.0207Theta0.0122Rho13.59Eff Leverage0.0292Vega