0.30Open0.25Pre Close77 Volume2.67K Open Interest50.00Strike Price1.56KTurnover38.04%IV5.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1712Delta0.0954Gamma209.48Leverage Ratio-0.0512Theta-0.0015Rho-35.85Eff Leverage0.0178Vega