11.35Open12.85Pre Close14 Volume22 Open Interest141.00Strike Price15.59KTurnover222.01%IV3.72%PremiumAug 23, 2024Expiry Date5.94Intrinsic Value100Multiplier1DDays to Expiry5.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5936Delta0.0206Gamma12.28Leverage Ratio-3.1268Theta-0.0034Rho-7.29Eff Leverage0.0330Vega