1.15Open1.27Pre Close1 Volume170 Open Interest3.50Strike Price115.00Turnover190.75%IV4.86%PremiumSep 20, 2024Expiry Date1.03Intrinsic Value100Multiplier8DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8532Delta0.3224Gamma2.30Leverage Ratio-0.0092Theta-0.0006Rho-1.96Eff Leverage0.0009Vega