0.25Open0.34Pre Close413 Volume1.18K Open Interest76.00Strike Price15.79KTurnover48.25%IV0.39%PremiumDec 27, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5942Delta0.4242Gamma197.58Leverage Ratio-0.8106Theta0.0003Rho117.40Eff Leverage0.0073Vega