7.40Open5.90Pre Close21 Volume244 Open Interest115.00Strike Price15.94KTurnover39.63%IV0.49%PremiumAug 16, 2024Expiry Date7.07Intrinsic Value100Multiplier12DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7886Delta0.0371Gamma13.75Leverage Ratio-0.0798Theta-0.0253Rho-10.84Eff Leverage0.0587Vega