127.21Open125.71Pre Close9 Volume9 Open Interest560.00Strike Price112.92KTurnover142.36%IV0.64%PremiumJul 12, 2024Expiry Date117.65Intrinsic Value100Multiplier2DDays to Expiry4.37Extrinsic Value100Contract SizeAmericanOptions Type0.9668Delta0.0010Gamma5.70Leverage Ratio-0.9626Theta0.0304Rho5.51Eff Leverage0.0377Vega