0.05Open0.09Pre Close23 Volume28 Open Interest56.00Strike Price115.00Turnover55.79%IV11.14%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0420Delta0.0300Gamma1008.60Leverage Ratio-0.0281Theta0.0002Rho42.38Eff Leverage0.0048Vega