0.35Open0.30Pre Close565 Volume1.47K Open Interest6.00Strike Price16.27KTurnover28.96%IV1.97%PremiumOct 18, 2024Expiry Date0.09Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6140Delta0.9090Gamma27.07Leverage Ratio-0.0044Theta0.0020Rho16.62Eff Leverage0.0056Vega