0.23Open0.02Pre Close5 Volume391 Open Interest9.00Strike Price115.00Turnover177.33%IV59.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.2026Delta0.1155Gamma25.09Leverage Ratio-0.0167Theta0.0005Rho5.08Eff Leverage0.0039Vega