4.65Open4.65Pre Close2.63K Volume0 Open Interest121.00Strike Price115.93KTurnover308.95%IV4.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0102Gamma12716.00Leverage Ratio-1.9214Theta0.0000Rho-134.58Eff Leverage0.0002Vega