0.40Open0.60Pre Close4 Volume166 Open Interest290.00Strike Price115.00Turnover28.67%IV13.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0372Delta0.0047Gamma1023.92Leverage Ratio-0.0348Theta0.0051Rho38.10Eff Leverage0.0488Vega