0.05Open0.05Pre Close6.73K Volume0 Open Interest6.50Strike Price115.81KTurnover207.56%IV9.93%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3808Delta0.4140Gamma27.29Leverage Ratio-0.1059Theta0.0001Rho10.39Eff Leverage0.0017Vega