0.06Open0.10Pre Close21 Volume206 Open Interest58.50Strike Price111.00Turnover249.65%IV12.24%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0120Gamma5213.00Leverage Ratio-0.2507Theta0.0000Rho60.61Eff Leverage0.0003Vega