0.22Open0.15Pre Close6 Volume33 Open Interest15.00Strike Price115.00Turnover545.44%IV0.20%PremiumOct 18, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.5017Delta3.1814Gamma300.40Leverage Ratio-29.9581Theta0.0000Rho150.70Eff Leverage0.0001Vega