0.05Open0.05Pre Close20 Volume138 Open Interest95.00Strike Price115.00Turnover55.48%IV21.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0021Gamma2427.80Leverage Ratio-0.0120Theta-0.0004Rho-25.73Eff Leverage0.0067Vega