112.55Open100.34Pre Close11 Volume13 Open Interest5365.00Strike Price94.66KTurnover17.93%IV0.32%PremiumJul 30, 2024Expiry Date40.67Intrinsic Value100Multiplier0DDays to Expiry17.20Extrinsic Value100Contract SizeEuropeanOptions Type0.9123Delta0.0045Gamma126.01Leverage Ratio-6.4706Theta0.0658Rho114.96Eff Leverage0.3161Vega