0.13Open0.12Pre Close13 Volume133 Open Interest23.00Strike Price115.00Turnover33.35%IV2.61%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.2839Delta0.4069Gamma174.48Leverage Ratio-0.0348Theta-0.0007Rho-49.54Eff Leverage0.0085Vega