5.40Open6.22Pre Close30 Volume120 Open Interest115.00Strike Price16.84KTurnover54.20%IV0.24%PremiumAug 2, 2024Expiry Date5.09Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8209Delta0.0503Gamma19.80Leverage Ratio-0.2288Theta-0.0063Rho-16.26Eff Leverage0.0253Vega