0.10Open0.12Pre Close1.65K Volume5.07K Open Interest4.50Strike Price15.35KTurnover72.68%IV4.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3970Delta1.0931Gamma46.21Leverage Ratio-0.0163Theta0.0002Rho18.34Eff Leverage0.0019Vega