0.07Open0.04Pre Close77 Volume345 Open Interest57.00Strike Price113.00Turnover104.37%IV7.53%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0225Gamma5302.00Leverage Ratio-0.0858Theta0.0000Rho84.61Eff Leverage0.0007Vega