0.23Open0.10Pre Close5 Volume46 Open Interest29.00Strike Price115.00Turnover146.70%IV29.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1164Delta0.0447Gamma98.04Leverage Ratio-0.0651Theta0.0004Rho11.41Eff Leverage0.0058Vega