0.40Open0.40Pre Close3 Volume20 Open Interest15.00Strike Price115.00Turnover20.61%IV1.74%PremiumJan 17, 2025Expiry Date0.09Intrinsic Value100Multiplier18DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5890Delta0.5620Gamma43.11Leverage Ratio-0.0086Theta0.0042Rho25.39Eff Leverage0.0131Vega