8.48Open8.77Pre Close85 Volume968 Open Interest121.00Strike Price114.96KTurnover54.20%IV0.13%PremiumAug 2, 2024Expiry Date12.71Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9864Delta0.0103Gamma8.49Leverage Ratio-0.0100Theta-0.0035Rho-8.38Eff Leverage0.0035Vega