0.60Open0.61Pre Close205 Volume6.87K Open Interest32.50Strike Price14.98KTurnover46.19%IV0.63%PremiumJan 17, 2025Expiry Date0.63Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7029Delta0.2756Gamma37.65Leverage Ratio-0.0988Theta0.0015Rho26.46Eff Leverage0.0094Vega