0.02Open0.03Pre Close89 Volume982 Open Interest96.00Strike Price115.00Turnover15.80%IV2.19%PremiumAug 28, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0239Delta0.0507Gamma9814.00Leverage Ratio-0.0096Theta-0.0001Rho-234.37Eff Leverage0.0040Vega