0.03Open0.04Pre Close47 Volume639 Open Interest63.00Strike Price115.00Turnover2497.41%IV5.94%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0147Delta0.0195Gamma6697.00Leverage Ratio-67.7686Theta0.0000Rho-98.32Eff Leverage0.0000Vega