5.70Open6.70Pre Close29 Volume401 Open Interest145.00Strike Price16.47KTurnover27.20%IV0.05%PremiumAug 16, 2024Expiry Date5.83Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7007Delta0.0375Gamma19.20Leverage Ratio-0.0586Theta-0.0515Rho-13.45Eff Leverage0.1235Vega