12.95Open9.23Pre Close66 Volume70 Open Interest897.50Strike Price115.10KTurnover39.97%IV0.79%PremiumAug 16, 2024Expiry Date10.55Intrinsic Value100Multiplier2DDays to Expiry7.16Extrinsic Value100Contract SizeAmericanOptions Type0.6415Delta0.0117Gamma48.30Leverage Ratio-2.4013Theta0.0433Rho30.98Eff Leverage0.2972Vega