1.15Open3.77Pre Close1 Volume48 Open Interest12.50Strike Price115.00Turnover62.11%IV0.96%PremiumJan 17, 2025Expiry Date1.02Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8245Delta0.2138Gamma11.76Leverage Ratio-0.0220Theta0.0021Rho9.69Eff Leverage0.0050Vega