0.21Open0.23Pre Close496 Volume4.62K Open Interest3.50Strike Price16.51KTurnover5812.20%IV0.31%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8982Delta0.8352Gamma13.33Leverage Ratio-39.0454Theta0.0000Rho-11.98Eff Leverage0.0000Vega