1.15Open0.70Pre Close1 Volume160 Open Interest24.00Strike Price115.00Turnover52.47%IV0.89%PremiumJan 17, 2025Expiry Date0.95Intrinsic Value100Multiplier7DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6918Delta0.2087Gamma20.05Leverage Ratio-0.0409Theta-0.0030Rho-13.87Eff Leverage0.0114Vega