0.35Open0.23Pre Close980 Volume1.83K Open Interest64.00Strike Price111.53KTurnover82.62%IV0.34%PremiumJul 26, 2024Expiry Date2.29Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.7322Delta0.0955Gamma21.84Leverage Ratio-0.3623Theta-0.0020Rho-15.99Eff Leverage0.0138Vega