0.71Open0.59Pre Close180 Volume2.84K Open Interest6.00Strike Price16.07KTurnover89.03%IV4.30%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier11DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7526Delta0.3106Gamma8.78Leverage Ratio-0.0153Theta0.0013Rho6.61Eff Leverage0.0036Vega