0.22Open0.15Pre Close6 Volume33 Open Interest15.00Strike Price115.00Turnover410.20%IV0.20%PremiumOct 18, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.4278Delta2.4522Gamma300.40Leverage Ratio-12.9931Theta0.0000Rho128.52Eff Leverage0.0002Vega