31.68Open35.64Pre Close5 Volume9 Open Interest83.00Strike Price16.68KTurnover274.50%IV0.26%PremiumDec 13, 2024Expiry Date34.37Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9797Delta0.0024Gamma3.40Leverage Ratio-0.1738Theta0.0033Rho3.33Eff Leverage0.0037Vega