0.65Open0.85Pre Close263 Volume38 Open Interest9.00Strike Price15.50KTurnover58.05%IV1.47%PremiumSep 20, 2024Expiry Date0.51Intrinsic Value100Multiplier7DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7695Delta0.3976Gamma15.22Leverage Ratio-0.0178Theta0.0013Rho11.71Eff Leverage0.0040Vega