0.15Open0.20Pre Close10 Volume53 Open Interest15.00Strike Price115.00Turnover39.36%IV4.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2474Delta0.4538Gamma144.90Leverage Ratio-0.0211Theta0.0005Rho35.84Eff Leverage0.0056Vega