0.06Open0.15Pre Close22 Volume443 Open Interest15.00Strike Price111.00Turnover41.66%IV7.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1292Delta0.2659Gamma280.80Leverage Ratio-0.0124Theta0.0003Rho36.29Eff Leverage0.0040Vega