0.97Open0.77Pre Close733 Volume3.69K Open Interest11.50Strike Price115.24KTurnover4634.51%IV2.19%PremiumAug 2, 2024Expiry Date1.47Intrinsic Value100Multiplier-1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7576Delta0.1790Gamma5.90Leverage Ratio-53.4919Theta0.0000Rho-4.47Eff Leverage0.0001Vega