0.05Open0.03Pre Close39 Volume975 Open Interest24.00Strike Price115.00Turnover49.98%IV7.23%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0756Delta0.1353Gamma640.00Leverage Ratio-0.0208Theta0.0001Rho48.36Eff Leverage0.0030Vega