0.40Open0.35Pre Close476 Volume3.86K Open Interest4.00Strike Price16.99KTurnover94.47%IV8.64%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5698Delta0.4505Gamma10.80Leverage Ratio-0.0094Theta0.0010Rho6.15Eff Leverage0.0036Vega