0.08Open0.02Pre Close17 Volume340 Open Interest217.50Strike Price112.00Turnover107.57%IV23.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0089Delta0.0015Gamma3902.67Leverage Ratio-0.0417Theta0.0001Rho34.62Eff Leverage0.0035Vega