1.11Open1.33Pre Close1 Volume292 Open Interest80.00Strike Price111.00Turnover32.78%IV0.69%PremiumDec 27, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6001Delta0.1910Gamma71.57Leverage Ratio-0.1952Theta-0.0027Rho-42.95Eff Leverage0.0239Vega