11.40Open9.51Pre Close97 Volume3.02K Open Interest210.00Strike Price112.51KTurnover49.46%IV0.29%PremiumJul 19, 2024Expiry Date10.66Intrinsic Value100Multiplier2DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8999Delta0.0201Gamma19.79Leverage Ratio-0.3220Theta0.0120Rho17.81Eff Leverage0.0310Vega