3.10Open3.56Pre Close57 Volume199 Open Interest170.00Strike Price16.96KTurnover20.18%IV0.36%PremiumAug 23, 2024Expiry Date2.62Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.7598Delta0.0784Gamma52.31Leverage Ratio-0.1523Theta0.0166Rho39.74Eff Leverage0.0611Vega