0.05Open0.08Pre Close23 Volume411 Open Interest560.00Strike Price115.00Turnover121.81%IV23.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0023Delta0.0001Gamma14725.80Leverage Ratio-0.0485Theta-0.0001Rho-33.54Eff Leverage0.0042Vega