3.50Open3.50Pre Close48 Volume394 Open Interest27.00Strike Price16.81KTurnover104.94%IV7.63%PremiumAug 16, 2024Expiry Date1.56Intrinsic Value100Multiplier20DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5420Delta0.0630Gamma7.48Leverage Ratio-0.0598Theta-0.0085Rho-4.06Eff Leverage0.0239Vega