2.70Open3.30Pre Close6 Volume61 Open Interest47.50Strike Price1.57KTurnover35.64%IV2.45%PremiumJan 17, 2025Expiry Date1.39Intrinsic Value100Multiplier10DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.7050Delta0.1197Gamma24.45Leverage Ratio-0.0547Theta0.0089Rho17.23Eff Leverage0.0279Vega