0.35Open0.45Pre Close4 Volume108 Open Interest30.00Strike Price115.00Turnover43.14%IV11.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2024Delta0.0933Gamma83.35Leverage Ratio-0.0181Theta0.0034Rho16.87Eff Leverage0.0197Vega