0.04Open0.05Pre Close40 Volume310 Open Interest165.00Strike Price114.00Turnover129.24%IV29.31%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0040Delta0.0004Gamma5834.25Leverage Ratio-0.0312Theta-0.0001Rho-23.14Eff Leverage0.0028Vega