3.70Open4.55Pre Close38 Volume25 Open Interest212.50Strike Price15.50KTurnover46.45%IV1.19%PremiumNov 29, 2024Expiry Date2.20Intrinsic Value100Multiplier2DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5995Delta0.0491Gamma48.34Leverage Ratio-0.7036Theta-0.0078Rho-28.98Eff Leverage0.0656Vega