0.15Open0.51Pre Close8 Volume650 Open Interest610.00Strike Price109.00Turnover32.23%IV7.85%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0154Delta0.0020Gamma5387.71Leverage Ratio-0.0703Theta0.0010Rho82.80Eff Leverage0.0233Vega