1.15Open0.20Pre Close1 Volume51 Open Interest625.00Strike Price115.00Turnover37.19%IV9.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.0044Gamma498.90Leverage Ratio-0.2666Theta0.0107Rho38.87Eff Leverage0.1312Vega