0.40Open0.40Pre Close3 Volume313 Open Interest90.00Strike Price111.00Turnover19.70%IV5.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.1541Delta0.0574Gamma262.92Leverage Ratio-0.0237Theta0.0078Rho40.51Eff Leverage0.0498Vega