0.05Open0.06Pre Close29 Volume224 Open Interest44.00Strike Price115.00Turnover63.06%IV10.16%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0271Delta0.0318Gamma1998.00Leverage Ratio-0.0180Theta0.0001Rho54.11Eff Leverage0.0019Vega