1.15Open1.04Pre Close1 Volume457 Open Interest3.00Strike Price115.00Turnover273.88%IV2.72%PremiumJan 17, 2025Expiry Date1.04Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8081Delta0.1438Gamma3.11Leverage Ratio-0.0247Theta0.0006Rho2.51Eff Leverage0.0019Vega