5.30Open3.50Pre Close26 Volume74 Open Interest172.50Strike Price17.26KTurnover47.09%IV0.12%PremiumAug 16, 2024Expiry Date6.86Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8087Delta0.0334Gamma23.84Leverage Ratio-0.3516Theta0.0128Rho19.28Eff Leverage0.0471Vega