0.06Open0.08Pre Close2.71K Volume7.61K Open Interest13.00Strike Price15.45KTurnover90.68%IV9.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1264Delta0.2298Gamma216.00Leverage Ratio-0.0341Theta0.0001Rho27.31Eff Leverage0.0021Vega