8.48Open8.77Pre Close85 Volume968 Open Interest121.00Strike Price114.96KTurnover61.95%IV0.11%PremiumAug 2, 2024Expiry Date12.74Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9680Delta0.0131Gamma8.49Leverage Ratio-0.0425Theta-0.0059Rho-8.22Eff Leverage0.0074Vega