0.36Open1.29Pre Close3 Volume214 Open Interest44.66Strike Price111.00Turnover32.31%IV2.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2952Delta0.2101Gamma145.70Leverage Ratio-0.0609Theta0.0017Rho43.01Eff Leverage0.0175Vega