11.85Open12.30Pre Close117 Volume659 Open Interest173.00Strike Price130.02KTurnover63.93%IV-0.61%PremiumJul 26, 2024Expiry Date9.23Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8336Delta0.0280Gamma16.46Leverage Ratio-0.3909Theta-0.0091Rho-13.72Eff Leverage0.0350Vega