2.05Open1.95Pre Close78 Volume303 Open Interest105.00Strike Price15.76KTurnover18.86%IV1.49%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier21DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.5947Delta0.0814Gamma43.17Leverage Ratio-0.0521Theta0.0345Rho25.68Eff Leverage0.0979Vega