0.09Open0.06Pre Close19 Volume142 Open Interest6.50Strike Price115.00Turnover85.81%IV3.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2930Delta1.2398Gamma126.80Leverage Ratio-0.0514Theta0.0000Rho37.16Eff Leverage0.0011Vega