0.26Open0.40Pre Close4 Volume399 Open Interest17.50Strike Price111.00Turnover26.72%IV5.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.3334Delta0.3083Gamma67.56Leverage Ratio-0.0093Theta0.0037Rho22.52Eff Leverage0.0160Vega