0.05Open0.03Pre Close39 Volume975 Open Interest24.00Strike Price115.00Turnover51.81%IV7.23%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0755Delta0.1352Gamma640.00Leverage Ratio-0.0220Theta0.0001Rho48.35Eff Leverage0.0029Vega