0.21Open0.22Pre Close762 Volume3.28K Open Interest11.00Strike Price16.86KTurnover40.28%IV1.37%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5407Delta0.7885Gamma46.51Leverage Ratio-0.0213Theta-0.0007Rho-25.15Eff Leverage0.0050Vega