0.09Open0.10Pre Close11 Volume26 Open Interest167.50Strike Price111.00Turnover43.65%IV7.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.0156Gamma1250.68Leverage Ratio-0.0830Theta0.0006Rho59.94Eff Leverage0.0146Vega