11.15Open9.15Pre Close14 Volume1 Open Interest444.00Strike Price15.67KTurnover26.13%IV0.03%PremiumNov 22, 2024Expiry Date11.16Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8801Delta0.0229Gamma38.30Leverage Ratio-0.3166Theta-0.0188Rho-33.71Eff Leverage0.0689Vega