0.36Open1.29Pre Close3 Volume214 Open Interest44.66Strike Price111.00Turnover32.03%IV2.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2952Delta0.2102Gamma145.70Leverage Ratio-0.0599Theta0.0017Rho43.02Eff Leverage0.0177Vega