0.65Open3.52Pre Close2 Volume3 Open Interest151.00Strike Price115.00Turnover160.62%IV17.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0815Delta0.0107Gamma257.68Leverage Ratio-0.4611Theta0.0005Rho21.00Eff Leverage0.0132Vega