22.30Open22.56Pre Close50 Volume982 Open Interest55.00Strike Price111.50KTurnover508.26%IV0.45%PremiumOct 18, 2024Expiry Date21.95Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9510Delta0.0061Gamma3.45Leverage Ratio-1.2306Theta0.0009Rho3.28Eff Leverage0.0033Vega