11.29Open15.90Pre Close14 Volume272 Open Interest182.50Strike Price15.86KTurnover110.59%IV1.99%PremiumAug 2, 2024Expiry Date7.37Intrinsic Value100Multiplier2DDays to Expiry3.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6567Delta0.0227Gamma16.07Leverage Ratio-1.2503Theta-0.0082Rho-10.55Eff Leverage0.0540Vega