0.40Open0.27Pre Close8 Volume82 Open Interest27.50Strike Price315.00Turnover29.47%IV1.20%PremiumSep 6, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5597Delta0.6198Gamma88.90Leverage Ratio-0.0662Theta0.0009Rho49.76Eff Leverage0.0085Vega