0.05Open0.03Pre Close41 Volume257 Open Interest67.00Strike Price111.00Turnover45.65%IV11.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0220Delta0.0169Gamma2410.80Leverage Ratio-0.0145Theta0.0002Rho53.08Eff Leverage0.0036Vega