0.01Open0.07Pre Close105 Volume127 Open Interest32.00Strike Price115.00Turnover1313.15%IV65.10%PremiumSep 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type0.0198Delta0.0108Gamma646.67Leverage Ratio-0.9799Theta0.0000Rho12.83Eff Leverage0.0002Vega