2.24Open2.05Pre Close66 Volume2.80K Open Interest36.50Strike Price15.48KTurnover61.80%IV0.90%PremiumSep 20, 2024Expiry Date2.45Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8948Delta0.0877Gamma15.16Leverage Ratio-0.0689Theta0.0024Rho13.56Eff Leverage0.0061Vega