0.40Open0.25Pre Close3 Volume7 Open Interest22.00Strike Price115.00Turnover27.93%IV1.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4898Delta0.4288Gamma62.66Leverage Ratio-0.0242Theta0.0024Rho30.69Eff Leverage0.0133Vega