9.77Open8.57Pre Close11.88K Volume924 Open Interest452.50Strike Price16.55MTurnover79.98%IV2.09%PremiumDec 20, 2024Expiry Date10.52Intrinsic Value100Multiplier3DDays to Expiry9.68Extrinsic Value100Contract SizeAmericanOptions Type0.6320Delta0.0104Gamma22.78Leverage Ratio-2.1262Theta0.0263Rho14.40Eff Leverage0.1714Vega