0.75Open1.20Pre Close202 Volume235 Open Interest20.50Strike Price15.66KTurnover44.57%IV0.57%PremiumDec 6, 2024Expiry Date0.67Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7852Delta0.3258Gamma26.80Leverage Ratio-0.0429Theta0.0014Rho21.04Eff Leverage0.0059Vega