0.20Open0.20Pre Close6 Volume357 Open Interest62.50Strike Price111.00Turnover31.99%IV3.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1053Delta0.0930Gamma648.50Leverage Ratio-0.0510Theta-0.0006Rho-68.29Eff Leverage0.0112Vega