5.40Open7.50Pre Close261 Volume1.00K Open Interest167.50Strike Price112.68KTurnover34.89%IV0.57%PremiumJan 17, 2025Expiry Date3.38Intrinsic Value100Multiplier2DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.7955Delta0.0629Gamma43.54Leverage Ratio-0.3319Theta0.0075Rho34.63Eff Leverage0.0367Vega