5.00Open6.85Pre Close32 Volume102 Open Interest335.00Strike Price16.45KTurnover20.60%IV0.50%PremiumJul 26, 2024Expiry Date3.44Intrinsic Value100Multiplier4DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type-0.6824Delta0.0484Gamma66.98Leverage Ratio-0.2888Theta-0.0230Rho-45.71Eff Leverage0.1291Vega