114.62Open114.62Pre Close0 Volume1 Open Interest460.00Strike Price0.00Turnover22.91%IV6.65%PremiumJan 17, 2025Expiry Date78.78Intrinsic Value100Multiplier23DDays to Expiry35.84Extrinsic Value100Contract SizeAmericanOptions Type0.9974Delta0.0003Gamma6.73Leverage Ratio-0.0596Theta0.2960Rho6.71Eff Leverage0.0113Vega