0.72Open1.34Pre Close2.05K Volume1.87K Open Interest38.00Strike Price113.38KTurnover35.34%IV0.57%PremiumAug 30, 2024Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6532Delta0.3785Gamma63.93Leverage Ratio-0.1131Theta0.0013Rho41.76Eff Leverage0.0102Vega