0.04Open0.05Pre Close11.94K Volume7.57K Open Interest7.50Strike Price115.80KTurnover46.61%IV0.27%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.3914Delta10.5109Gamma751.00Leverage Ratio-0.1813Theta0.0000Rho-293.93Eff Leverage0.0003Vega