0.50Open1.50Pre Close2 Volume0 Open Interest80.50Strike Price111.00Turnover14.59%IV0.57%PremiumOct 4, 2024Expiry Date0.16Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.5412Delta0.3205Gamma156.01Leverage Ratio-0.0585Theta-0.0043Rho-84.43Eff Leverage0.0339Vega