1.15Open0.95Pre Close1 Volume61 Open Interest90.00Strike Price115.00Turnover56.25%IV0.71%PremiumSep 20, 2024Expiry Date0.51Intrinsic Value100Multiplier7DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.5491Delta0.0563Gamma29.20Leverage Ratio-0.2140Theta0.0089Rho16.03Eff Leverage0.0495Vega