0.07Open0.05Pre Close16 Volume928 Open Interest130.00Strike Price115.00Turnover62.29%IV28.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0045Gamma1014.00Leverage Ratio-0.0231Theta0.0008Rho23.22Eff Leverage0.0106Vega