0.15Open0.15Pre Close16 Volume687 Open Interest0.50Strike Price301.00Turnover280.42%IV7.53%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8299Delta1.1532Gamma3.72Leverage Ratio-0.0054Theta0.0001Rho3.09Eff Leverage0.0002Vega