0.11Open0.15Pre Close11 Volume858 Open Interest245.00Strike Price111.00Turnover26.53%IV4.73%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0146Gamma2340.40Leverage Ratio-0.0643Theta0.0009Rho96.23Eff Leverage0.0201Vega