1.15Open3.85Pre Close1 Volume3 Open Interest109.00Strike Price115.00Turnover98.38%IV27.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0643Delta0.0039Gamma148.30Leverage Ratio-0.1096Theta-0.0048Rho-9.54Eff Leverage0.0417Vega