3.30Open3.10Pre Close51 Volume326 Open Interest141.00Strike Price16.72KTurnover26.53%IV0.32%PremiumAug 2, 2024Expiry Date2.69Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.7401Delta0.0831Gamma42.75Leverage Ratio-0.1425Theta-0.0101Rho-31.64Eff Leverage0.0484Vega