0.46Open0.66Pre Close264 Volume1.61K Open Interest23.00Strike Price15.82KTurnover48.52%IV1.07%PremiumDec 27, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6826Delta0.3964Gamma39.33Leverage Ratio-0.0793Theta0.0010Rho26.85Eff Leverage0.0066Vega