0.55Open0.64Pre Close356 Volume1.08K Open Interest23.00Strike Price15.49KTurnover430.60%IV0.09%PremiumOct 25, 2024Expiry Date0.20Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8364Delta1.0624Gamma70.15Leverage Ratio-13.9871Theta0.0000Rho-58.68Eff Leverage0.0001Vega