0.44Open0.55Pre Close3 Volume149 Open Interest30.00Strike Price111.00Turnover21.91%IV3.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.3164Delta0.2151Gamma87.63Leverage Ratio-0.0123Theta-0.0054Rho-27.72Eff Leverage0.0270Vega