0.15Open0.12Pre Close11 Volume260 Open Interest85.00Strike Price115.00Turnover15.51%IV6.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0869Delta0.0499Gamma642.08Leverage Ratio-0.0113Theta0.0045Rho55.81Eff Leverage0.0323Vega