1.15Open0.05Pre Close1 Volume52 Open Interest14.00Strike Price115.00Turnover7521.90%IV1.95%PremiumOct 18, 2024Expiry Date0.86Intrinsic Value100Multiplier-1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7345Delta0.2072Gamma12.92Leverage Ratio-361.8014Theta0.0000Rho9.49Eff Leverage0.0001Vega