0.01Open0.02Pre Close111 Volume179 Open Interest20.50Strike Price111.00Turnover822.60%IV5.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0360Delta0.1141Gamma2170.00Leverage Ratio-4.6975Theta0.0000Rho-78.02Eff Leverage0.0001Vega