4.09Open3.15Pre Close67 Volume519 Open Interest133.00Strike Price15.77KTurnover38.69%IV-0.04%PremiumJul 26, 2024Expiry Date2.20Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9424Delta0.0851Gamma58.65Leverage Ratio-0.2661Theta-0.0007Rho-55.28Eff Leverage0.0041Vega