111.90Open111.90Pre Close0 Volume0 Open Interest570.00Strike Price0.00Turnover404.28%IV1.05%PremiumJul 26, 2024Expiry Date107.03Intrinsic Value100Multiplier0DDays to Expiry4.87Extrinsic Value100Contract SizeAmericanOptions Type-0.9748Delta0.0012Gamma4.31Leverage Ratio-5.3569Theta-0.0031Rho-4.20Eff Leverage0.0070Vega