21.75Open26.48Pre Close57 Volume5.52K Open Interest110.00Strike Price115.36KTurnover74.55%IV0.65%PremiumOct 18, 2024Expiry Date20.15Intrinsic Value100Multiplier3DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.9912Delta0.0026Gamma6.42Leverage Ratio-0.0354Theta0.0096Rho6.36Eff Leverage0.0029Vega