1.15Open0.85Pre Close1 Volume1.52K Open Interest5.50Strike Price115.00Turnover131.32%IV5.33%PremiumJan 17, 2025Expiry Date0.91Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6541Delta0.2421Gamma3.68Leverage Ratio-0.0113Theta-0.0024Rho-2.40Eff Leverage0.0043Vega