0.10Open0.18Pre Close12 Volume1.66K Open Interest142.00Strike Price111.00Turnover37.77%IV3.00%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0709Delta0.0452Gamma1539.89Leverage Ratio-0.0950Theta-0.0003Rho-109.13Eff Leverage0.0108Vega