0.37Open0.05Pre Close3 Volume40 Open Interest18.00Strike Price111.00Turnover1171.86%IV29.25%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.1002Delta0.0254Gamma67.35Leverage Ratio-2.9058Theta0.0000Rho-6.75Eff Leverage0.0010Vega