0.20Open0.26Pre Close3.00K Volume3.21K Open Interest41.00Strike Price111.01KTurnover27.49%IV1.22%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.4561Delta0.3497Gamma102.73Leverage Ratio-0.0632Theta-0.0018Rho-46.86Eff Leverage0.0164Vega