0.55Open0.80Pre Close219 Volume1.16K Open Interest25.00Strike Price16.61KTurnover31.93%IV0.35%PremiumDec 27, 2024Expiry Date0.66Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9549Delta0.2387Gamma38.30Leverage Ratio-0.0237Theta0.0006Rho36.57Eff Leverage0.0012Vega