0.15Open0.40Pre Close7 Volume7 Open Interest38.00Strike Price115.00Turnover56.45%IV2.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3326Delta0.1926Gamma91.18Leverage Ratio-0.1361Theta-0.0009Rho-30.33Eff Leverage0.0121Vega