3.66Open3.66Pre Close0 Volume17 Open Interest105.00Strike Price0.00Turnover22.89%IV0.98%PremiumJul 19, 2024Expiry Date2.66Intrinsic Value100Multiplier16DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6859Delta0.0753Gamma29.66Leverage Ratio-0.0464Theta-0.0246Rho-20.35Eff Leverage0.0756Vega