0.51Open0.74Pre Close376 Volume3.32K Open Interest8.00Strike Price15.99KTurnover94.59%IV0.70%PremiumJul 26, 2024Expiry Date0.55Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7602Delta0.3552Gamma12.48Leverage Ratio-0.0338Theta0.0007Rho9.49Eff Leverage0.0029Vega