0.22Open0.23Pre Close6.32K Volume10.22K Open Interest5.00Strike Price111.48KTurnover70.41%IV2.99%PremiumJul 26, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5341Delta1.0161Gamma29.53Leverage Ratio-0.0188Theta0.0003Rho15.77Eff Leverage0.0022Vega