0.35Open0.26Pre Close4.12K Volume5.86K Open Interest16.50Strike Price114.50KTurnover49.47%IV3.17%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.3956Delta0.4365Gamma67.60Leverage Ratio-0.0416Theta0.0007Rho26.75Eff Leverage0.0069Vega