0.04Open0.05Pre Close25 Volume722 Open Interest7.50Strike Price115.00Turnover69.70%IV3.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2606Delta1.0004Gamma145.60Leverage Ratio-0.0385Theta0.0001Rho37.94Eff Leverage0.0015Vega