186.31Open257.63Pre Close7 Volume3 Open Interest5310.00Strike Price111.41KTurnover38.41%IV0.30%PremiumJul 24, 2024Expiry Date117.13Intrinsic Value100Multiplier0DDays to Expiry16.34Extrinsic Value100Contract SizeEuropeanOptions Type0.9631Delta0.0012Gamma45.84Leverage Ratio-7.9448Theta0.0522Rho44.14Eff Leverage0.1401Vega