0.01Open0.03Pre Close118 Volume106 Open Interest11.00Strike Price118.00Turnover153.63%IV40.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0417Gamma783.00Leverage Ratio-0.0065Theta0.0000Rho17.46Eff Leverage0.0004Vega