0.05Open0.09Pre Close23 Volume110 Open Interest2095.00Strike Price115.00Turnover52.71%IV3.23%PremiumJul 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0061Delta0.0007Gamma40589.47Leverage Ratio-1.0537Theta0.0001Rho246.77Eff Leverage0.0084Vega