0.30Open0.67Pre Close742 Volume1.20K Open Interest6.50Strike Price15.76KTurnover1385.02%IV0.61%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7422Delta1.6956Gamma44.07Leverage Ratio-19.8261Theta0.0000Rho32.71Eff Leverage0.0000Vega