15.30Open15.32Pre Close11 Volume115 Open Interest185.00Strike Price16.75KTurnover42.46%IV1.81%PremiumSep 20, 2024Expiry Date10.96Intrinsic Value100Multiplier23DDays to Expiry3.54Extrinsic Value100Contract SizeAmericanOptions Type0.7287Delta0.0159Gamma13.15Leverage Ratio-0.1690Theta0.0808Rho9.58Eff Leverage0.1632Vega