11.35Open12.85Pre Close14 Volume34 Open Interest141.00Strike Price15.59KTurnover225.31%IV3.72%PremiumAug 23, 2024Expiry Date5.94Intrinsic Value100Multiplier1DDays to Expiry5.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5937Delta0.0206Gamma12.28Leverage Ratio-3.2515Theta-0.0033Rho-7.29Eff Leverage0.0325Vega