5.70Open1.25Pre Close43 Volume62 Open Interest225.00Strike Price15.57KTurnover37.29%IV2.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type-0.3838Delta0.0397Gamma85.85Leverage Ratio-0.4002Theta-0.0107Rho-32.95Eff Leverage0.0987Vega