2.25Open1.51Pre Close126 Volume88 Open Interest842.50Strike Price16.96KTurnover22.70%IV3.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.0969Delta0.0086Gamma911.24Leverage Ratio-0.3911Theta0.0090Rho88.29Eff Leverage0.1498Vega