0.20Open0.20Pre Close6 Volume357 Open Interest62.50Strike Price111.00Turnover33.06%IV3.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1054Delta0.0931Gamma648.50Leverage Ratio-0.0542Theta-0.0005Rho-68.33Eff Leverage0.0108Vega