0.10Open0.60Pre Close13 Volume119 Open Interest40.00Strike Price115.00Turnover106.93%IV1.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2086Delta0.6732Gamma793.00Leverage Ratio-1.6719Theta0.0000Rho165.45Eff Leverage0.0011Vega