186.31Open257.63Pre Close7 Volume3 Open Interest5310.00Strike Price111.41KTurnover38.41%IV0.32%PremiumJul 24, 2024Expiry Date115.95Intrinsic Value100Multiplier0DDays to Expiry17.52Extrinsic Value100Contract SizeEuropeanOptions Type0.9631Delta0.0012Gamma46.98Leverage Ratio-7.9448Theta0.0522Rho45.24Eff Leverage0.1401Vega