0.61Open1.35Pre Close2 Volume220 Open Interest290.00Strike Price111.00Turnover32.52%IV6.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0865Delta0.0137Gamma607.56Leverage Ratio-0.1440Theta0.0039Rho52.54Eff Leverage0.0557Vega