0.05Open0.05Pre Close23 Volume3.90K Open Interest155.00Strike Price115.00Turnover67.60%IV12.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0133Delta0.0032Gamma3530.80Leverage Ratio-0.0420Theta-0.0002Rho-46.99Eff Leverage0.0053Vega