1.15Open0.80Pre Close1 Volume54 Open Interest3.00Strike Price115.00Turnover88.21%IV0.73%PremiumJan 17, 2025Expiry Date1.12Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9452Delta0.1257Gamma3.58Leverage Ratio-0.0026Theta0.0016Rho3.39Eff Leverage0.0011Vega