0.05Open0.07Pre Close31 Volume657 Open Interest155.00Strike Price114.00Turnover67.76%IV13.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0174Delta0.0035Gamma2236.25Leverage Ratio-0.0540Theta-0.0003Rho-39.00Eff Leverage0.0079Vega