6.60Open1.70Pre Close170 Volume20 Open Interest119.00Strike Price112.20KTurnover141.70%IV0.29%PremiumSep 27, 2024Expiry Date6.27Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7837Delta0.0394Gamma15.77Leverage Ratio-1.3748Theta-0.0019Rho-12.36Eff Leverage0.0154Vega