115.30Open115.30Pre Close0 Volume4 Open Interest400.00Strike Price0.00Turnover55.19%IV0.19%PremiumJan 17, 2025Expiry Date114.31Intrinsic Value100Multiplier23DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.9711Delta0.0009Gamma4.42Leverage Ratio-0.1450Theta0.2432Rho4.30Eff Leverage0.0854Vega