12.95Open9.23Pre Close66 Volume71 Open Interest897.50Strike Price115.10KTurnover36.99%IV0.79%PremiumAug 16, 2024Expiry Date10.55Intrinsic Value100Multiplier2DDays to Expiry7.16Extrinsic Value100Contract SizeAmericanOptions Type0.6536Delta0.0128Gamma51.27Leverage Ratio-2.2460Theta0.0426Rho33.51Eff Leverage0.2881Vega