5.60Open4.58Pre Close36 Volume823 Open Interest105.00Strike Price16.26KTurnover35.80%IV4.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.87Extrinsic Value100Contract SizeAmericanOptions Type-0.4409Delta0.0409Gamma31.32Leverage Ratio-0.0741Theta-0.0285Rho-13.81Eff Leverage0.1071Vega