1.15Open1.05Pre Close1 Volume156 Open Interest2.00Strike Price115.00Turnover228.84%IV8.11%PremiumSep 20, 2024Expiry Date1.08Intrinsic Value100Multiplier10DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9634Delta0.2494Gamma0.84Leverage Ratio-0.0012Theta-0.0003Rho-0.81Eff Leverage0.0001Vega