8.48Open8.77Pre Close86 Volume968 Open Interest121.00Strike Price116.25KTurnover79.94%IV0.13%PremiumAug 2, 2024Expiry Date12.77Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9146Delta0.0192Gamma8.42Leverage Ratio-0.1611Theta-0.0079Rho-7.70Eff Leverage0.0163Vega