0.80Open0.87Pre Close19 Volume572 Open Interest42.00Strike Price1.56KTurnover27.97%IV1.90%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier6DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.5545Delta0.2598Gamma60.21Leverage Ratio-0.0544Theta0.0038Rho33.39Eff Leverage0.0215Vega