0.05Open0.08Pre Close23 Volume62 Open Interest25.00Strike Price115.00Turnover359.50%IV4.64%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1193Delta0.2298Gamma478.80Leverage Ratio-2.3035Theta0.0000Rho57.10Eff Leverage0.0005Vega