0.36Open0.34Pre Close4 Volume2.80K Open Interest9.00Strike Price111.00Turnover59.07%IV2.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4527Delta0.5689Gamma36.20Leverage Ratio-0.0228Theta-0.0007Rho-16.39Eff Leverage0.0047Vega