0.51Open0.58Pre Close251 Volume250 Open Interest13.00Strike Price15.94KTurnover48.80%IV0.59%PremiumSep 27, 2024Expiry Date0.62Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8197Delta0.3630Gamma19.46Leverage Ratio-0.0236Theta0.0012Rho15.95Eff Leverage0.0039Vega