0.05Open0.10Pre Close21 Volume461 Open Interest355.00Strike Price115.00Turnover404.98%IV20.30%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0003Gamma7422.03Leverage Ratio-1.2479Theta0.0000Rho-33.43Eff Leverage0.0013Vega