1.15Open2.10Pre Close1 Volume433 Open Interest75.00Strike Price115.00Turnover21.58%IV2.17%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.4811Delta0.1076Gamma55.21Leverage Ratio-0.0434Theta0.0183Rho26.56Eff Leverage0.0684Vega