0.22Open0.22Pre Close5.92K Volume5.94K Open Interest7.50Strike Price117.04KTurnover55.58%IV2.52%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4487Delta0.8939Gamma48.65Leverage Ratio-0.0225Theta-0.0004Rho-21.83Eff Leverage0.0032Vega