0.40Open2.00Pre Close2 Volume139 Open Interest240.00Strike Price115.00Turnover61.37%IV27.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.0648Delta0.0045Gamma252.12Leverage Ratio-0.0829Theta0.0067Rho16.34Eff Leverage0.0578Vega