0.02Open0.02Pre Close58 Volume25 Open Interest4.00Strike Price111.00Turnover91.99%IV13.75%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0688Delta0.2793Gamma308.41Leverage Ratio-0.0064Theta0.0000Rho-21.23Eff Leverage0.0007Vega