0.10Open0.06Pre Close14 Volume723 Open Interest52.00Strike Price111.00Turnover21.41%IV3.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1054Delta0.1241Gamma716.67Leverage Ratio-0.0213Theta-0.0008Rho-75.51Eff Leverage0.0125Vega