0.40Open0.64Pre Close457 Volume3.18K Open Interest11.00Strike Price15.99KTurnover43.80%IV1.38%PremiumNov 1, 2024Expiry Date0.12Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5782Delta0.7574Gamma40.30Leverage Ratio-0.0242Theta-0.0007Rho-23.30Eff Leverage0.0046Vega