6.30Open4.86Pre Close20 Volume29 Open Interest795.00Strike Price15.70KTurnover21.77%IV0.48%PremiumJul 12, 2024Expiry Date7.28Intrinsic Value100Multiplier3DDays to Expiry3.82Extrinsic Value100Contract SizeAmericanOptions Type0.6813Delta0.0214Gamma71.95Leverage Ratio-1.0332Theta0.0489Rho49.02Eff Leverage0.2737Vega