3.29Open4.20Pre Close38 Volume2.67K Open Interest105.00Strike Price15.20KTurnover54.98%IV0.77%PremiumJan 17, 2025Expiry Date3.39Intrinsic Value100Multiplier3DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7466Delta0.0667Gamma24.93Leverage Ratio-0.2893Theta-0.0053Rho-18.62Eff Leverage0.0280Vega