112.06Open112.06Pre Close0 Volume10 Open Interest820.00Strike Price0.00Turnover41.66%IV0.70%PremiumSep 27, 2024Expiry Date105.55Intrinsic Value100Multiplier4DDays to Expiry6.51Extrinsic Value100Contract SizeAmericanOptions Type0.9978Delta0.0002Gamma8.73Leverage Ratio-0.1303Theta0.0875Rho8.71Eff Leverage0.0067Vega