2.35Open2.88Pre Close373 Volume170 Open Interest226.00Strike Price114.28KTurnover38.00%IV-0.18%PremiumJul 30, 2024Expiry Date4.27Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8808Delta0.0566Gamma49.72Leverage Ratio-0.5129Theta-0.0030Rho-43.79Eff Leverage0.0186Vega