3.05Open3.10Pre Close62 Volume2.91K Open Interest67.00Strike Price16.35KTurnover43.84%IV1.09%PremiumAug 2, 2024Expiry Date2.19Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.7277Delta0.1056Gamma24.98Leverage Ratio-0.1138Theta-0.0053Rho-18.18Eff Leverage0.0240Vega