0.05Open0.05Pre Close23 Volume2.52K Open Interest5700.00Strike Price115.00Turnover50.21%IV4.99%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0019Delta0.0001Gamma108585.20Leverage Ratio-0.6904Theta0.0001Rho207.94Eff Leverage0.0109Vega