0.06Open0.08Pre Close19 Volume22 Open Interest60.00Strike Price114.00Turnover61.60%IV11.95%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0499Delta0.0279Gamma715.33Leverage Ratio-0.0369Theta0.0003Rho35.69Eff Leverage0.0062Vega