0.24Open0.22Pre Close428 Volume2.31K Open Interest167.50Strike Price15.07KTurnover29.84%IV3.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1660Delta0.0481Gamma414.75Leverage Ratio-0.1564Theta0.0030Rho68.85Eff Leverage0.0432Vega