0.30Open0.17Pre Close10 Volume159 Open Interest31.00Strike Price111.00Turnover296.49%IV0.19%PremiumSep 27, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6948Delta2.7335Gamma344.78Leverage Ratio-32.3904Theta0.0000Rho239.55Eff Leverage0.0002Vega