0.05Open0.03Pre Close23 Volume22 Open Interest182.50Strike Price111.00Turnover31.79%IV6.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0177Delta0.0092Gamma5736.00Leverage Ratio-0.0254Theta0.0002Rho101.26Eff Leverage0.0065Vega