0.23Open0.19Pre Close5 Volume1.39K Open Interest45.00Strike Price115.00Turnover31.06%IV4.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.2574Delta0.1391Gamma123.83Leverage Ratio-0.0362Theta0.0032Rho31.87Eff Leverage0.0241Vega