0.11Open0.09Pre Close11 Volume958 Open Interest27.50Strike Price111.00Turnover41.09%IV12.79%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0718Delta0.0454Gamma314.20Leverage Ratio-0.0100Theta-0.0012Rho-22.55Eff Leverage0.0100Vega