0.41Open0.36Pre Close786 Volume553 Open Interest8.00Strike Price16.60KTurnover49.56%IV2.48%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4399Delta0.8918Gamma53.67Leverage Ratio-0.0201Theta-0.0004Rho-23.61Eff Leverage0.0035Vega