5.24Open6.40Pre Close30 Volume72 Open Interest47.00Strike Price15.72KTurnover35.33%IV0.42%PremiumAug 16, 2024Expiry Date5.02Intrinsic Value100Multiplier25DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8782Delta0.0413Gamma9.46Leverage Ratio-0.0249Theta0.0284Rho8.31Eff Leverage0.0280Vega