1.15Open1.20Pre Close1 Volume119 Open Interest40.00Strike Price115.00Turnover22.65%IV1.23%PremiumAug 16, 2024Expiry Date0.65Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6413Delta0.1551Gamma29.04Leverage Ratio-0.0217Theta0.0169Rho18.62Eff Leverage0.0397Vega