35.40Open40.65Pre Close4 Volume69 Open Interest355.00Strike Price16.83KTurnover119.06%IV0.13%PremiumAug 2, 2024Expiry Date43.58Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.8919Delta0.0059Gamma6.91Leverage Ratio-0.9589Theta-0.0195Rho-6.16Eff Leverage0.0493Vega