0.30Open0.18Pre Close4 Volume805 Open Interest20.00Strike Price111.00Turnover138.35%IV57.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1393Delta0.0494Gamma46.76Leverage Ratio-0.0215Theta0.0010Rho6.51Eff Leverage0.0072Vega