0.06Open0.05Pre Close35 Volume415 Open Interest6.00Strike Price111.00Turnover488.60%IV4.94%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1740Delta0.8191Gamma209.33Leverage Ratio-1.0599Theta0.0000Rho-36.42Eff Leverage0.0002Vega