3.30Open2.80Pre Close50 Volume138 Open Interest17.50Strike Price16.55KTurnover174.89%IV0.39%PremiumDec 20, 2024Expiry Date3.30Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8181Delta0.0906Gamma4.00Leverage Ratio-0.0743Theta-0.0018Rho-3.27Eff Leverage0.0044Vega