2.30Open2.10Pre Close54 Volume948 Open Interest115.00Strike Price15.35KTurnover56.47%IV0.99%PremiumJan 17, 2025Expiry Date2.39Intrinsic Value100Multiplier1DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7250Delta0.0905Gamma39.20Leverage Ratio-0.6236Theta0.0026Rho28.42Eff Leverage0.0218Vega