0.35Open0.60Pre Close3 Volume59 Open Interest16.00Strike Price111.00Turnover127.86%IV41.93%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1886Delta0.0749Gamma35.45Leverage Ratio-0.0225Theta0.0011Rho6.68Eff Leverage0.0076Vega