0.44Open0.55Pre Close3 Volume148 Open Interest30.00Strike Price111.00Turnover21.69%IV3.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.3162Delta0.2149Gamma87.63Leverage Ratio-0.0120Theta-0.0055Rho-27.71Eff Leverage0.0273Vega