0.40Open0.60Pre Close3 Volume193 Open Interest6.00Strike Price115.00Turnover37.77%IV-0.53%PremiumJul 19, 2024Expiry Date0.38Intrinsic Value100Multiplier16DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7784Delta0.6898Gamma13.22Leverage Ratio-0.0036Theta-0.0016Rho-10.29Eff Leverage0.0035Vega