0.15Open0.15Pre Close10 Volume519 Open Interest120.00Strike Price109.00Turnover27.40%IV4.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0537Delta0.0295Gamma1478.71Leverage Ratio-0.0423Theta-0.0007Rho-79.47Eff Leverage0.0147Vega