0.40Open0.32Pre Close774 Volume300 Open Interest45.50Strike Price16.40KTurnover33.04%IV3.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2185Delta0.1767Gamma215.22Leverage Ratio-0.0535Theta0.0012Rho47.03Eff Leverage0.0149Vega