5.43Open5.80Pre Close34 Volume12 Open Interest100.00Strike Price15.12KTurnover50.67%IV0.59%PremiumSep 27, 2024Expiry Date3.93Intrinsic Value100Multiplier4DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.7680Delta0.0611Gamma21.11Leverage Ratio-0.1924Theta-0.0072Rho-16.22Eff Leverage0.0303Vega