0.05Open0.10Pre Close21 Volume461 Open Interest355.00Strike Price115.00Turnover404.18%IV20.44%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0003Gamma7435.71Leverage Ratio-1.2398Theta0.0000Rho-33.44Eff Leverage0.0014Vega