0.95Open1.09Pre Close30 Volume1.65K Open Interest37.00Strike Price2.84KTurnover34.13%IV2.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4533Delta0.1499Gamma39.10Leverage Ratio-0.0315Theta-0.0069Rho-17.72Eff Leverage0.0308Vega