0.20Open0.25Pre Close1.71K Volume9.13K Open Interest61.00Strike Price15.96KTurnover41.93%IV5.13%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0674Delta0.0694Gamma1055.82Leverage Ratio-0.0448Theta0.0002Rho71.21Eff Leverage0.0058Vega