12.50Open11.60Pre Close103 Volume3.29K Open Interest210.00Strike Price115.73KTurnover37.55%IV0.77%PremiumSep 20, 2024Expiry Date9.50Intrinsic Value100Multiplier8DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type0.8042Delta0.0231Gamma19.86Leverage Ratio-0.2392Theta0.0349Rho15.97Eff Leverage0.0882Vega