0.65Open0.85Pre Close263 Volume38 Open Interest9.00Strike Price15.50KTurnover60.16%IV1.47%PremiumSep 20, 2024Expiry Date0.51Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7690Delta0.3975Gamma15.22Leverage Ratio-0.0191Theta0.0012Rho11.70Eff Leverage0.0039Vega