0.02Open0.04Pre Close59 Volume592 Open Interest21.50Strike Price114.00Turnover244.34%IV12.38%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0514Gamma1914.00Leverage Ratio-0.1422Theta0.0000Rho46.61Eff Leverage0.0003Vega