21.75Open26.48Pre Close57 Volume5.52K Open Interest110.00Strike Price115.36KTurnover103.79%IV0.48%PremiumOct 18, 2024Expiry Date20.38Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.9558Delta0.0074Gamma6.39Leverage Ratio-0.1662Theta0.0092Rho6.11Eff Leverage0.0114Vega