0.07Open0.11Pre Close45 Volume62 Open Interest96.00Strike Price315.00Turnover79.36%IV12.78%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0860Delta0.0218Gamma309.75Leverage Ratio-0.1272Theta0.0008Rho26.64Eff Leverage0.0142Vega