0.40Open0.40Pre Close3 Volume20 Open Interest15.00Strike Price115.00Turnover21.42%IV1.62%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier18DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5763Delta0.5449Gamma43.16Leverage Ratio-0.0089Theta0.0041Rho24.87Eff Leverage0.0131Vega