0.06Open0.10Pre Close21 Volume206 Open Interest58.50Strike Price111.00Turnover253.87%IV12.39%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0114Delta0.0115Gamma5206.00Leverage Ratio-0.2467Theta0.0000Rho59.29Eff Leverage0.0003Vega