0.03Open0.05Pre Close3.17K Volume3.68K Open Interest2.50Strike Price15.91KTurnover451.03%IV85.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2174Delta0.3828Gamma18.67Leverage Ratio-0.0208Theta0.0000Rho4.06Eff Leverage0.0005Vega