7.00Open6.25Pre Close140 Volume166 Open Interest162.50Strike Price113.11KTurnover48.47%IV0.83%PremiumJul 26, 2024Expiry Date6.85Intrinsic Value100Multiplier4DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type0.7931Delta0.0318Gamma21.10Leverage Ratio-0.3185Theta0.0151Rho16.74Eff Leverage0.0529Vega