0.78Open1.10Pre Close153 Volume1.35K Open Interest108.00Strike Price15.80KTurnover46.66%IV2.57%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.3197Delta0.0816Gamma118.18Leverage Ratio-0.3152Theta-0.0025Rho-37.78Eff Leverage0.0336Vega