36.70Open31.79Pre Close32 Volume32 Open Interest1695.00Strike Price115.72KTurnover77.29%IV3.69%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry36.73Extrinsic Value100Contract SizeAmericanOptions Type-0.3987Delta0.0031Gamma46.16Leverage Ratio-7.9722Theta-0.0613Rho-18.40Eff Leverage0.6294Vega