0.05Open0.60Pre Close3 Volume9 Open Interest95.00Strike Price115.00Turnover17.33%IV2.03%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3577Delta0.1555Gamma163.46Leverage Ratio-0.0624Theta0.0072Rho58.47Eff Leverage0.0517Vega