11.00Open10.43Pre Close14 Volume30 Open Interest3.00Strike Price15.70KTurnover1999.68%IV0.35%PremiumDec 13, 2024Expiry Date11.20Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9846Delta0.0030Gamma1.26Leverage Ratio-0.3152Theta0.0001Rho1.24Eff Leverage0.0003Vega