0.11Open0.12Pre Close29 Volume120 Open Interest30.50Strike Price111.00Turnover115.80%IV1.36%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1226Delta0.6121Gamma1505.50Leverage Ratio-1.0090Theta0.0000Rho184.57Eff Leverage0.0006Vega