1.15Open0.60Pre Close1 Volume27 Open Interest20.50Strike Price115.00Turnover118.77%IV0.97%PremiumOct 4, 2024Expiry Date0.96Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6929Delta0.2065Gamma15.33Leverage Ratio-0.1661Theta-0.0007Rho-10.62Eff Leverage0.0050Vega