0.15Open0.12Pre Close2.06K Volume4.34K Open Interest35.50Strike Price16.20KTurnover43.97%IV6.62%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.1112Gamma476.71Leverage Ratio-0.0312Theta0.0004Rho46.54Eff Leverage0.0061Vega