1.15Open3.20Pre Close1 Volume5 Open Interest133.00Strike Price115.00Turnover46.08%IV4.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2338Delta0.0375Gamma120.42Leverage Ratio-0.2098Theta-0.0051Rho-28.16Eff Leverage0.0544Vega