0.51Open0.35Pre Close2 Volume181 Open Interest25.00Strike Price111.00Turnover32.75%IV0.89%PremiumJul 19, 2024Expiry Date0.38Intrinsic Value100Multiplier13DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5757Delta0.2580Gamma30.78Leverage Ratio-0.0213Theta-0.0046Rho-17.72Eff Leverage0.0183Vega