15.85Open15.58Pre Close3 Volume401 Open Interest22.00Strike Price4.76KTurnover255.89%IV0.12%PremiumDec 20, 2024Expiry Date15.83Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9831Delta0.0040Gamma2.39Leverage Ratio-0.0449Theta0.0024Rho2.35Eff Leverage0.0017Vega