0.06Open0.10Pre Close15 Volume772 Open Interest7.50Strike Price111.00Turnover44.98%IV9.83%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2136Delta0.4510Gamma92.27Leverage Ratio-0.0062Theta0.0006Rho19.71Eff Leverage0.0042Vega