0.36Open0.35Pre Close3 Volume159 Open Interest13.00Strike Price115.00Turnover119.14%IV15.24%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.1953Delta0.1084Gamma49.43Leverage Ratio-0.0466Theta-0.0006Rho-9.66Eff Leverage0.0059Vega