0.05Open0.05Pre Close23 Volume579 Open Interest17.50Strike Price111.00Turnover66.69%IV7.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1127Delta0.2043Gamma325.80Leverage Ratio-0.0305Theta0.0001Rho36.72Eff Leverage0.0027Vega