0.05Open0.15Pre Close23 Volume56 Open Interest34.60Strike Price115.00Turnover60.32%IV12.46%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0554Delta0.0513Gamma616.20Leverage Ratio-0.0222Theta0.0002Rho34.15Eff Leverage0.0040Vega