0.05Open0.05Pre Close23 Volume57 Open Interest195.00Strike Price115.00Turnover56.38%IV30.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0094Delta0.0015Gamma2996.80Leverage Ratio-0.0139Theta0.0005Rho28.19Eff Leverage0.0073Vega