0.02Open0.03Pre Close59 Volume456 Open Interest23.50Strike Price115.00Turnover2007.05%IV6.34%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0483Delta0.1023Gamma1253.50Leverage Ratio-33.8626Theta0.0000Rho-60.59Eff Leverage0.0000Vega