0.20Open0.15Pre Close11 Volume8 Open Interest7.50Strike Price115.00Turnover220.42%IV34.51%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1287Delta0.1638Gamma75.33Leverage Ratio-0.0332Theta0.0001Rho9.69Eff Leverage0.0012Vega