0.04Open0.05Pre Close26 Volume287 Open Interest34.00Strike Price112.00Turnover26.24%IV3.88%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0782Delta0.1491Gamma1009.43Leverage Ratio-0.0160Theta-0.0003Rho-78.94Eff Leverage0.0055Vega