8.48Open8.77Pre Close85 Volume968 Open Interest121.00Strike Price114.96KTurnover66.41%IV0.18%PremiumAug 2, 2024Expiry Date12.65Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.9571Delta0.0145Gamma8.50Leverage Ratio-0.0648Theta-0.0066Rho-8.13Eff Leverage0.0094Vega