0.03Open0.07Pre Close36 Volume2.24K Open Interest550.00Strike Price115.00Turnover34.03%IV7.45%PremiumMay 16, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0072Delta0.0013Gamma14625.14Leverage Ratio-0.0319Theta0.0003Rho105.87Eff Leverage0.0088Vega