0.11Open0.13Pre Close11 Volume643 Open Interest2.50Strike Price109.00Turnover134.07%IV11.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2767Delta0.6970Gamma30.33Leverage Ratio-0.0131Theta-0.0001Rho-8.39Eff Leverage0.0012Vega