0.35Open0.40Pre Close4 Volume124 Open Interest18.50Strike Price111.00Turnover40.16%IV0.60%PremiumAug 23, 2024Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6089Delta1.0251Gamma87.57Leverage Ratio-0.0769Theta-0.0003Rho-53.32Eff Leverage0.0036Vega