0.35Open0.40Pre Close4 Volume124 Open Interest18.50Strike Price111.00Turnover39.32%IV0.60%PremiumAug 23, 2024Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6088Delta1.0249Gamma87.57Leverage Ratio-0.0736Theta-0.0003Rho-53.31Eff Leverage0.0037Vega