2.50Open2.60Pre Close65 Volume745 Open Interest65.00Strike Price15.40KTurnover53.57%IV0.41%PremiumJan 17, 2025Expiry Date2.72Intrinsic Value100Multiplier6DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7365Delta0.0691Gamma19.08Leverage Ratio-0.1334Theta0.0079Rho14.05Eff Leverage0.0288Vega