0.06Open0.15Pre Close22 Volume81 Open Interest43.00Strike Price111.00Turnover126.10%IV1.34%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1725Delta0.4701Gamma849.60Leverage Ratio-1.8516Theta0.0000Rho146.59Eff Leverage0.0011Vega