0.85Open0.72Pre Close1.02K Volume2.79K Open Interest66.00Strike Price112.70KTurnover32.91%IV0.49%PremiumJul 5, 2024Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6675Delta0.2012Gamma57.77Leverage Ratio-0.1528Theta0.0029Rho38.57Eff Leverage0.0199Vega