0.05Open0.05Pre Close23 Volume2.52K Open Interest5700.00Strike Price115.00Turnover48.28%IV5.45%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0018Delta0.0001Gamma108112.20Leverage Ratio-0.5665Theta0.0001Rho195.67Eff Leverage0.0115Vega