0.05Open0.06Pre Close17 Volume503 Open Interest95.00Strike Price115.00Turnover192.76%IV47.81%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0236Delta0.0046Gamma643.40Leverage Ratio-0.0728Theta0.0001Rho15.16Eff Leverage0.0035Vega