7.40Open5.90Pre Close21 Volume244 Open Interest115.00Strike Price15.94KTurnover39.91%IV0.49%PremiumAug 16, 2024Expiry Date7.07Intrinsic Value100Multiplier12DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7889Delta0.0371Gamma13.75Leverage Ratio-0.0811Theta-0.0249Rho-10.85Eff Leverage0.0582Vega