1.15Open0.95Pre Close1 Volume6 Open Interest61.00Strike Price115.00Turnover20.93%IV1.69%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier15DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.5437Delta0.1531Gamma53.15Leverage Ratio-0.0387Theta0.0132Rho28.89Eff Leverage0.0491Vega