0.05Open0.06Pre Close4.46K Volume6.07K Open Interest6.50Strike Price14.81KTurnover57.98%IV8.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0921Delta0.4609Gamma399.33Leverage Ratio-0.0071Theta0.0001Rho36.78Eff Leverage0.0010Vega