5.37Open6.20Pre Close4 Volume16 Open Interest30.00Strike Price2.15KTurnover41.02%IV0.31%PremiumJan 17, 2025Expiry Date5.26Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9772Delta0.0183Gamma6.59Leverage Ratio-0.0085Theta0.0121Rho6.44Eff Leverage0.0039Vega