0.20Open0.70Pre Close4 Volume493 Open Interest44.00Strike Price115.00Turnover41.97%IV7.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2026Delta0.0952Gamma127.05Leverage Ratio-0.0403Theta0.0023Rho25.74Eff Leverage0.0199Vega