0.55Open0.54Pre Close2.02K Volume5.33K Open Interest40.50Strike Price113.28KTurnover37.48%IV0.24%PremiumJul 5, 2024Expiry Date0.40Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7308Delta0.4936Gamma79.42Leverage Ratio-0.1658Theta0.0006Rho58.04Eff Leverage0.0059Vega