0.02Open0.02Pre Close75 Volume844 Open Interest48.00Strike Price111.00Turnover171.62%IV3.29%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0320Delta0.0894Gamma4648.00Leverage Ratio-0.7293Theta0.0000Rho148.88Eff Leverage0.0003Vega