2.62Open3.90Pre Close71 Volume2.28K Open Interest62.50Strike Price15.99KTurnover42.74%IV2.41%PremiumDec 20, 2024Expiry Date0.64Intrinsic Value100Multiplier11DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5185Delta0.0864Gamma29.46Leverage Ratio-0.0811Theta-0.0093Rho-15.27Eff Leverage0.0431Vega