5.00Open5.11Pre Close24 Volume331 Open Interest37.00Strike Price16.77KTurnover69.70%IV4.56%PremiumDec 20, 2024Expiry Date6.40Intrinsic Value100Multiplier27DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.8288Delta0.0307Gamma5.90Leverage Ratio-0.0420Theta0.0214Rho4.89Eff Leverage0.0302Vega