0.08Open0.02Pre Close17 Volume340 Open Interest217.50Strike Price112.00Turnover106.87%IV23.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0089Delta0.0016Gamma3906.00Leverage Ratio-0.0417Theta0.0001Rho34.79Eff Leverage0.0035Vega