0.15Open0.12Pre Close8 Volume697 Open Interest15.00Strike Price115.00Turnover82.59%IV33.04%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1007Delta0.0776Gamma113.50Leverage Ratio-0.0094Theta0.0006Rho11.42Eff Leverage0.0048Vega