11.72Open11.61Pre Close90 Volume3 Open Interest5.00Strike Price103.11KTurnover620.17%IV0.50%PremiumJul 5, 2024Expiry Date11.02Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9835Delta0.0040Gamma1.44Leverage Ratio-0.0463Theta0.0005Rho1.42Eff Leverage0.0007Vega