6.60Open4.82Pre Close23 Volume8 Open Interest35.00Strike Price15.35KTurnover60.94%IV0.53%PremiumDec 20, 2024Expiry Date6.28Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8833Delta0.0316Gamma6.12Leverage Ratio-0.0309Theta0.0180Rho5.40Eff Leverage0.0199Vega