0.35Open0.23Pre Close980 Volume1.78K Open Interest64.00Strike Price111.53KTurnover72.71%IV0.34%PremiumJul 26, 2024Expiry Date2.29Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.7313Delta0.0955Gamma21.84Leverage Ratio-0.2744Theta-0.0026Rho-15.97Eff Leverage0.0157Vega