3.85Open3.50Pre Close499 Volume847 Open Interest265.00Strike Price112.71KTurnover32.30%IV2.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.37Extrinsic Value100Contract SizeAmericanOptions Type0.3514Delta0.0395Gamma117.36Leverage Ratio-0.4165Theta0.0111Rho41.24Eff Leverage0.1078Vega