81.50Open79.00Pre Close2 Volume4.59K Open Interest146.00Strike Price16.30KTurnover261.21%IV0.13%PremiumJan 17, 2025Expiry Date81.20Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9900Delta0.0006Gamma2.80Leverage Ratio-0.1724Theta0.0084Rho2.77Eff Leverage0.0046Vega