0.05Open0.05Pre Close23 Volume2.52K Open Interest5700.00Strike Price115.00Turnover49.83%IV5.00%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0019Delta0.0001Gamma108570.20Leverage Ratio-0.6825Theta0.0001Rho208.30Eff Leverage0.0110Vega