1.15Open5.50Pre Close1 Volume18 Open Interest530.00Strike Price115.00Turnover19.77%IV5.64%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0789Delta0.0063Gamma659.35Leverage Ratio-0.0991Theta-0.0174Rho-52.04Eff Leverage0.1736Vega