0.38Open0.05Pre Close3 Volume36 Open Interest66.00Strike Price114.00Turnover534.27%IV5.50%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.2009Delta0.0809Gamma165.58Leverage Ratio-12.5905Theta0.0000Rho33.27Eff Leverage0.0018Vega