6.30Open4.86Pre Close20 Volume29 Open Interest795.00Strike Price15.70KTurnover22.07%IV0.48%PremiumJul 12, 2024Expiry Date7.28Intrinsic Value100Multiplier3DDays to Expiry3.82Extrinsic Value100Contract SizeAmericanOptions Type0.6809Delta0.0214Gamma71.95Leverage Ratio-1.0613Theta0.0477Rho49.00Eff Leverage0.2704Vega