1.50Open0.73Pre Close111 Volume76 Open Interest89.00Strike Price15.96KTurnover45.74%IV2.20%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.4408Delta0.0971Gamma67.89Leverage Ratio-0.2378Theta0.0038Rho29.93Eff Leverage0.0350Vega