1.15Open0.64Pre Close1 Volume67 Open Interest12.50Strike Price115.00Turnover376.73%IV8.94%PremiumSep 20, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.5498Delta0.1388Gamma10.90Leverage Ratio-0.5674Theta0.0002Rho5.99Eff Leverage0.0030Vega