0.35Open0.43Pre Close63 Volume2.92K Open Interest55.00Strike Price1.59KTurnover26.20%IV2.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2310Delta0.2018Gamma239.38Leverage Ratio-0.0576Theta0.0014Rho55.29Eff Leverage0.0175Vega