0.45Open0.93Pre Close459 Volume1.04K Open Interest12.00Strike Price15.94KTurnover78.98%IV1.57%PremiumJan 10, 2025Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6006Delta0.6189Gamma37.35Leverage Ratio-0.0969Theta0.0003Rho22.43Eff Leverage0.0031Vega