0.90Open0.60Pre Close1.57K Volume1.73K Open Interest73.00Strike Price111.46KTurnover35.49%IV0.07%PremiumJul 5, 2024Expiry Date0.25Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8277Delta0.9599Gamma266.36Leverage Ratio-0.8991Theta0.0001Rho220.46Eff Leverage0.0019Vega