0.15Open0.82Pre Close11 Volume13 Open Interest26.00Strike Price115.00Turnover136.73%IV85.37%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0550Delta0.0229Gamma140.80Leverage Ratio-0.0115Theta0.0004Rho7.74Eff Leverage0.0039Vega