0.20Open0.17Pre Close1.12K Volume3.51K Open Interest13.50Strike Price16.96KTurnover86.33%IV8.96%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2195Delta0.2542Gamma89.29Leverage Ratio-0.0416Theta0.0003Rho19.59Eff Leverage0.0040Vega