0.35Open0.60Pre Close17 Volume212 Open Interest86.00Strike Price1.60KTurnover14.88%IV0.35%PremiumNov 29, 2024Expiry Date0.87Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6947Delta0.2680Gamma81.08Leverage Ratio-0.0544Theta-0.0054Rho-56.32Eff Leverage0.0313Vega