3.91Open3.90Pre Close216 Volume2.92K Open Interest157.50Strike Price116.54KTurnover35.26%IV0.23%PremiumJul 19, 2024Expiry Date5.54Intrinsic Value100Multiplier1DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.9449Delta0.0304Gamma28.60Leverage Ratio-0.1074Theta0.0060Rho27.03Eff Leverage0.0116Vega