0.06Open0.10Pre Close21 Volume206 Open Interest58.50Strike Price111.00Turnover247.02%IV12.45%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0119Delta0.0125Gamma5203.16Leverage Ratio-0.2581Theta0.0000Rho61.80Eff Leverage0.0003Vega