0.06Open0.15Pre Close16 Volume289 Open Interest220.00Strike Price111.00Turnover52.26%IV8.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0185Delta0.0041Gamma3220.53Leverage Ratio-0.0619Theta-0.0003Rho-59.57Eff Leverage0.0095Vega