0.01Open0.02Pre Close26 Volume37 Open Interest67.00Strike Price115.00Turnover71.73%IV6.48%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0458Delta0.0335Gamma1302.18Leverage Ratio-0.0550Theta-0.0001Rho-59.64Eff Leverage0.0038Vega