111.31Open111.31Pre Close0 Volume2 Open Interest1180.00Strike Price0.00Turnover28.90%IV3.61%PremiumJan 17, 2025Expiry Date66.30Intrinsic Value100Multiplier23DDays to Expiry45.01Extrinsic Value100Contract SizeAmericanOptions Type0.7961Delta0.0031Gamma15.53Leverage Ratio-0.6686Theta0.5745Rho12.36Eff Leverage0.8858Vega