0.05Open0.05Pre Close23 Volume112 Open Interest5.00Strike Price115.00Turnover648.20%IV50.75%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1159Delta0.1956Gamma67.00Leverage Ratio-0.1237Theta0.0000Rho7.76Eff Leverage0.0003Vega