0.04Open0.08Pre Close29 Volume2.91K Open Interest86.50Strike Price115.00Turnover35.49%IV5.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0329Delta0.0273Gamma2606.29Leverage Ratio-0.0286Theta-0.0002Rho-85.64Eff Leverage0.0056Vega