3.96Open5.55Pre Close46 Volume200 Open Interest224.00Strike Price16.55KTurnover119.93%IV0.13%PremiumJul 26, 2024Expiry Date3.37Intrinsic Value100Multiplier0DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.9601Delta0.0452Gamma64.89Leverage Ratio-4.0642Theta-0.0001Rho-62.30Eff Leverage0.0014Vega