0.01Open0.01Pre Close115 Volume164 Open Interest38.50Strike Price115.00Turnover140.69%IV25.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0024Gamma5157.00Leverage Ratio-0.0094Theta0.0000Rho-26.19Eff Leverage0.0006Vega