16.84Open16.84Pre Close0 Volume4 Open Interest735.00Strike Price0.00Turnover25.12%IV0.20%PremiumDec 27, 2024Expiry Date15.40Intrinsic Value100Multiplier3DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type-0.7951Delta0.0161Gamma41.84Leverage Ratio-0.6557Theta-0.0473Rho-33.27Eff Leverage0.2031Vega