0.36Open1.29Pre Close3 Volume214 Open Interest44.66Strike Price111.00Turnover30.48%IV2.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2955Delta0.2106Gamma145.70Leverage Ratio-0.0542Theta0.0019Rho43.06Eff Leverage0.0186Vega