8.70Open10.20Pre Close18 Volume284 Open Interest135.00Strike Price15.66KTurnover27.58%IV1.29%PremiumDec 20, 2024Expiry Date6.87Intrinsic Value100Multiplier27DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type0.7720Delta0.0286Gamma16.21Leverage Ratio-0.0722Theta0.0737Rho12.52Eff Leverage0.1159Vega