106.29Open111.14Pre Close11 Volume180 Open Interest285.00Strike Price115.21KTurnover616.08%IV0.08%PremiumJan 10, 2025Expiry Date105.03Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9887Delta0.0005Gamma3.71Leverage Ratio-3.8880Theta0.0014Rho3.67Eff Leverage0.0026Vega