0.15Open0.23Pre Close6 Volume848 Open Interest105.00Strike Price111.00Turnover36.71%IV7.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0861Delta0.0232Gamma413.05Leverage Ratio-0.0529Theta-0.0024Rho-35.55Eff Leverage0.0290Vega