1.50Open1.33Pre Close115 Volume547 Open Interest27.00Strike Price15.71KTurnover46.68%IV0.50%PremiumDec 27, 2024Expiry Date1.21Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9426Delta0.1604Gamma21.05Leverage Ratio-0.0150Theta-0.0007Rho-19.84Eff Leverage0.0018Vega