0.05Open0.06Pre Close17 Volume30 Open Interest22.50Strike Price109.00Turnover68.50%IV12.31%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0697Delta0.0889Gamma446.00Leverage Ratio-0.0211Theta0.0002Rho31.07Eff Leverage0.0029Vega