1.15Open1.04Pre Close1 Volume457 Open Interest3.00Strike Price115.00Turnover140.06%IV2.47%PremiumJan 17, 2025Expiry Date1.05Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9089Delta0.1672Gamma3.77Leverage Ratio-0.0075Theta0.0008Rho3.42Eff Leverage0.0011Vega