1.15Open1.50Pre Close1 Volume313 Open Interest41.00Strike Price115.00Turnover73.05%IV8.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.3611Delta0.0747Gamma33.72Leverage Ratio-0.0852Theta0.0040Rho12.18Eff Leverage0.0257Vega