2.50Open1.41Pre Close59 Volume363 Open Interest113.00Strike Price15.81KTurnover45.08%IV1.12%PremiumAug 16, 2024Expiry Date1.37Intrinsic Value100Multiplier2DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.0823Gamma43.74Leverage Ratio-0.3375Theta0.0055Rho27.53Eff Leverage0.0385Vega