0.37Open0.60Pre Close3 Volume4 Open Interest260.00Strike Price111.00Turnover27.47%IV12.77%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0549Delta0.0068Gamma624.00Leverage Ratio-0.0385Theta0.0081Rho34.28Eff Leverage0.0659Vega