0.37Open0.35Pre Close713 Volume663 Open Interest35.50Strike Price15.25KTurnover137.04%IV15.22%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0676Delta0.0469Gamma386.13Leverage Ratio-0.0768Theta0.0001Rho26.10Eff Leverage0.0027Vega