0.10Open0.08Pre Close13 Volume2.03K Open Interest105.00Strike Price115.00Turnover67.69%IV30.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0221Delta0.0052Gamma1009.50Leverage Ratio-0.0200Theta0.0006Rho22.30Eff Leverage0.0079Vega