0.05Open0.15Pre Close17 Volume259 Open Interest85.00Strike Price111.00Turnover29.68%IV4.76%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0846Delta0.0593Gamma812.30Leverage Ratio-0.0447Theta0.0008Rho68.73Eff Leverage0.0137Vega