0.40Open0.35Pre Close37 Volume17.60K Open Interest37.00Strike Price1.55KTurnover21.10%IV1.70%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier11DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.5378Delta0.2897Gamma61.73Leverage Ratio-0.0271Theta0.0059Rho33.20Eff Leverage0.0258Vega