0.05Open0.05Pre Close17 Volume127 Open Interest50.00Strike Price115.00Turnover140.25%IV1.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2090Delta0.4217Gamma618.00Leverage Ratio-2.8012Theta0.0000Rho129.19Eff Leverage0.0014Vega