1.15Open0.85Pre Close1 Volume572 Open Interest70.00Strike Price115.00Turnover24.37%IV3.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.3940Delta0.1068Gamma70.52Leverage Ratio-0.0454Theta0.0121Rho27.79Eff Leverage0.0569Vega