0.03Open0.05Pre Close1.85K Volume1.04K Open Interest15.50Strike Price15.73KTurnover244.94%IV0.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.3925Delta5.2994Gamma773.00Leverage Ratio-10.7062Theta0.0000Rho303.40Eff Leverage0.0001Vega