21.75Open26.48Pre Close57 Volume5.52K Open Interest110.00Strike Price115.36KTurnover103.79%IV0.32%PremiumOct 18, 2024Expiry Date20.58Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9558Delta0.0074Gamma6.42Leverage Ratio-0.1662Theta0.0092Rho6.14Eff Leverage0.0114Vega