0.48Open0.54Pre Close275 Volume1.56K Open Interest29.50Strike Price15.69KTurnover22.50%IV0.38%PremiumOct 4, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7932Delta0.4440Gamma46.30Leverage Ratio-0.0229Theta-0.0019Rho-36.73Eff Leverage0.0084Vega