0.40Open0.40Pre Close390 Volume516 Open Interest17.50Strike Price15.61KTurnover32.09%IV4.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4279Delta0.2608Gamma38.00Leverage Ratio-0.0117Theta0.0052Rho16.26Eff Leverage0.0184Vega