0.37Open0.25Pre Close3 Volume30 Open Interest22.50Strike Price111.00Turnover44.67%IV1.60%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier5DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.4887Delta0.3345Gamma47.35Leverage Ratio-0.0474Theta-0.0015Rho-23.14Eff Leverage0.0107Vega