36.70Open31.79Pre Close32 Volume32 Open Interest1695.00Strike Price115.72KTurnover78.07%IV3.69%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry36.73Extrinsic Value100Contract SizeAmericanOptions Type-0.3987Delta0.0031Gamma46.16Leverage Ratio-8.1542Theta-0.0601Rho-18.41Eff Leverage0.6230Vega