0.05Open0.05Pre Close25 Volume589 Open Interest187.50Strike Price115.00Turnover154.57%IV9.49%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0396Delta0.0072Gamma1062.15Leverage Ratio-0.9520Theta-0.0001Rho-42.10Eff Leverage0.0066Vega