0.30Open0.41Pre Close681 Volume1.09K Open Interest66.00Strike Price15.15KTurnover78.80%IV7.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1053Delta0.0419Gamma339.71Leverage Ratio-0.1612Theta-0.0004Rho-35.77Eff Leverage0.0101Vega