0.25Open0.11Pre Close5 Volume144 Open Interest5.00Strike Price115.00Turnover141.63%IV13.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3545Delta0.4001Gamma22.65Leverage Ratio-0.0233Theta0.0003Rho8.03Eff Leverage0.0024Vega