0.03Open0.08Pre Close36 Volume6.63K Open Interest20.00Strike Price113.00Turnover39.94%IV11.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0584Delta0.0948Gamma596.33Leverage Ratio-0.0065Theta0.0003Rho34.83Eff Leverage0.0036Vega