0.60Open0.57Pre Close3.27K Volume4.16K Open Interest43.50Strike Price116.79KTurnover78.83%IV-0.19%PremiumJul 19, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9614Delta0.2494Gamma70.91Leverage Ratio-0.3622Theta0.0000Rho-68.17Eff Leverage0.0004Vega