22.30Open22.56Pre Close50 Volume982 Open Interest55.00Strike Price111.50KTurnover448.86%IV0.45%PremiumOct 18, 2024Expiry Date21.95Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9512Delta0.0061Gamma3.45Leverage Ratio-0.9600Theta0.0012Rho3.28Eff Leverage0.0038Vega