3.10Open3.56Pre Close57 Volume199 Open Interest170.00Strike Price16.96KTurnover19.53%IV0.36%PremiumAug 23, 2024Expiry Date2.62Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.7684Delta0.0800Gamma53.11Leverage Ratio-0.1465Theta0.0165Rho40.81Eff Leverage0.0594Vega