26.90Open56.90Pre Close16.13K Volume872 Open Interest5455.00Strike Price15.98MTurnover12.77%IV0.28%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry6.40Extrinsic Value100Contract SizeEuropeanOptions Type-0.3241Delta0.0150Gamma809.46Leverage Ratio-9.7274Theta-0.0211Rho-262.33Eff Leverage0.6767Vega