0.05Open0.08Pre Close23 Volume25 Open Interest38.00Strike Price115.00Turnover188.23%IV35.01%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0117Delta0.0026Gamma1167.80Leverage Ratio-0.0335Theta-0.0001Rho-13.69Eff Leverage0.0019Vega