0.03Open0.03Pre Close18.71K Volume0 Open Interest528.00Strike Price114.37KTurnover55.08%IV1.94%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0071Delta0.0046Gamma53841.00Leverage Ratio-0.4847Theta0.0000Rho-382.24Eff Leverage0.0015Vega