1.15Open0.97Pre Close1 Volume623 Open Interest9.00Strike Price115.00Turnover66.53%IV3.33%PremiumSep 20, 2024Expiry Date0.88Intrinsic Value100Multiplier23DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6961Delta0.2591Gamma7.38Leverage Ratio-0.0095Theta-0.0036Rho-5.14Eff Leverage0.0072Vega