0.01Open0.07Pre Close105 Volume127 Open Interest32.00Strike Price115.00Turnover1315.45%IV65.70%PremiumSep 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type0.0198Delta0.0108Gamma644.33Leverage Ratio-0.9683Theta0.0000Rho12.75Eff Leverage0.0002Vega