11.65Open11.00Pre Close14 Volume2.37K Open Interest45.00Strike Price15.70KTurnover111.55%IV-0.57%PremiumJan 17, 2025Expiry Date11.44Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0048Gamma4.92Leverage Ratio-0.0220Theta0.0036Rho4.87Eff Leverage0.0014Vega