4.69Open8.60Pre Close37 Volume43 Open Interest145.00Strike Price15.12KTurnover58.62%IV2.35%PremiumOct 4, 2024Expiry Date0.50Intrinsic Value100Multiplier4DDays to Expiry3.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5056Delta0.0433Gamma37.05Leverage Ratio-0.4432Theta-0.0085Rho-18.73Eff Leverage0.0628Vega