0.33Open0.86Pre Close3 Volume1 Open Interest164.00Strike Price111.00Turnover94.17%IV16.55%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0095Gamma361.67Leverage Ratio-0.2057Theta0.0010Rho24.31Eff Leverage0.0190Vega