0.75Open1.07Pre Close22 Volume2.17K Open Interest57.50Strike Price1.59KTurnover37.12%IV4.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.3205Delta0.0994Gamma74.21Leverage Ratio-0.0610Theta0.0052Rho23.79Eff Leverage0.0347Vega