0.19Open0.22Pre Close6 Volume119 Open Interest42.50Strike Price114.00Turnover21.04%IV1.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2614Delta0.3772Gamma299.50Leverage Ratio-0.0432Theta0.0010Rho78.28Eff Leverage0.0133Vega