0.60Open0.25Pre Close2 Volume63 Open Interest175.00Strike Price115.00Turnover59.04%IV3.86%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2595Delta0.0374Gamma127.56Leverage Ratio-0.5404Theta0.0032Rho33.11Eff Leverage0.0476Vega