2.95Open5.95Pre Close57 Volume75 Open Interest252.50Strike Price15.59KTurnover30.24%IV0.87%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4794Delta0.0685Gamma108.07Leverage Ratio-0.6203Theta-0.0066Rho-51.81Eff Leverage0.0767Vega