0.56Open0.43Pre Close238 Volume4.05K Open Interest3.50Strike Price15.24KTurnover151.27%IV0.37%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8982Delta0.3750Gamma7.01Leverage Ratio-0.0176Theta0.0002Rho6.30Eff Leverage0.0006Vega