2.51Open1.11Pre Close613 Volume948 Open Interest115.00Strike Price114.85KTurnover63.83%IV1.29%PremiumJan 17, 2025Expiry Date0.61Intrinsic Value100Multiplier1DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.5639Delta0.0886Gamma55.05Leverage Ratio-0.8831Theta0.0023Rho31.04Eff Leverage0.0274Vega