0.20Open0.20Pre Close6 Volume357 Open Interest62.50Strike Price111.00Turnover33.51%IV3.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1054Delta0.0932Gamma648.50Leverage Ratio-0.0556Theta-0.0005Rho-68.34Eff Leverage0.0106Vega