21.75Open26.48Pre Close57 Volume5.52K Open Interest110.00Strike Price115.36KTurnover98.66%IV1.01%PremiumOct 18, 2024Expiry Date19.69Intrinsic Value100Multiplier3DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.9604Delta0.0071Gamma6.55Leverage Ratio-0.1435Theta0.0093Rho6.29Eff Leverage0.0104Vega