1.30Open2.25Pre Close1 Volume7 Open Interest38.00Strike Price130.00Turnover23.47%IV2.40%PremiumJan 17, 2025Expiry Date0.38Intrinsic Value100Multiplier15DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.6075Delta0.2099Gamma39.36Leverage Ratio-0.0264Theta0.0092Rho23.92Eff Leverage0.0300Vega