0.05Open0.10Pre Close21 Volume461 Open Interest355.00Strike Price115.00Turnover376.41%IV20.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0048Delta0.0004Gamma7418.83Leverage Ratio-1.1892Theta0.0000Rho-35.59Eff Leverage0.0014Vega