0.05Open0.12Pre Close23 Volume225 Open Interest55.00Strike Price115.00Turnover74.88%IV19.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0315Delta0.0168Gamma924.20Leverage Ratio-0.0241Theta0.0002Rho29.07Eff Leverage0.0040Vega