1.15Open2.95Pre Close1 Volume2 Open Interest23.00Strike Price115.00Turnover81.35%IV-0.55%PremiumSep 20, 2024Expiry Date1.27Intrinsic Value100Multiplier5DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7052Delta0.1662Gamma13.37Leverage Ratio-0.0712Theta-0.0021Rho-9.43Eff Leverage0.0088Vega