115.79Open115.79Pre Close0 Volume1 Open Interest465.00Strike Price0.00Turnover59.15%IV1.50%PremiumJan 17, 2025Expiry Date107.23Intrinsic Value100Multiplier9DDays to Expiry8.56Extrinsic Value100Contract SizeAmericanOptions Type0.9874Delta0.0006Gamma5.30Leverage Ratio-0.1390Theta0.1184Rho5.23Eff Leverage0.0300Vega