15.50Open13.80Pre Close3 Volume3 Open Interest37.50Strike Price4.65KTurnover74.00%IV0.66%PremiumDec 20, 2024Expiry Date15.15Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9816Delta0.0050Gamma3.44Leverage Ratio-0.0144Theta0.0193Rho3.38Eff Leverage0.0055Vega