3.05Open3.10Pre Close62 Volume2.91K Open Interest67.00Strike Price16.35KTurnover43.58%IV0.90%PremiumAug 2, 2024Expiry Date2.31Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.7305Delta0.1057Gamma23.83Leverage Ratio-0.1123Theta-0.0053Rho-17.41Eff Leverage0.0239Vega