1.15Open1.85Pre Close1 Volume25 Open Interest50.00Strike Price115.00Turnover28.64%IV1.49%PremiumOct 18, 2024Expiry Date0.41Intrinsic Value100Multiplier5DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.5804Delta0.2268Gamma55.10Leverage Ratio-0.0621Theta-0.0039Rho-31.98Eff Leverage0.0236Vega