0.17Open0.53Pre Close19 Volume200 Open Interest265.00Strike Price114.00Turnover80.87%IV24.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0082Delta0.0012Gamma4268.40Leverage Ratio-0.0353Theta0.0002Rho35.04Eff Leverage0.0052Vega