1.15Open1.30Pre Close1 Volume489 Open Interest67.50Strike Price115.00Turnover37.27%IV1.48%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5094Delta0.1464Gamma58.57Leverage Ratio-0.1306Theta-0.0038Rho-29.84Eff Leverage0.0292Vega