11.00Open10.43Pre Close14 Volume30 Open Interest3.00Strike Price15.70KTurnover2119.82%IV0.35%PremiumDec 13, 2024Expiry Date11.20Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9846Delta0.0030Gamma1.26Leverage Ratio-0.3542Theta0.0000Rho1.24Eff Leverage0.0002Vega