6.60Open7.90Pre Close25 Volume101 Open Interest50.00Strike Price16.50KTurnover73.06%IV0.82%PremiumJul 19, 2024Expiry Date6.24Intrinsic Value100Multiplier11DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8335Delta0.0454Gamma6.58Leverage Ratio-0.0569Theta-0.0104Rho-5.48Eff Leverage0.0192Vega