0.10Open0.05Pre Close17 Volume1.15K Open Interest40.00Strike Price115.00Turnover58.18%IV15.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0438Delta0.0323Gamma691.00Leverage Ratio-0.0167Theta0.0003Rho30.28Eff Leverage0.0046Vega