39.50Open49.55Pre Close4 Volume186 Open Interest307.50Strike Price16.66KTurnover144.47%IV1.60%PremiumNov 15, 2024Expiry Date36.86Intrinsic Value100Multiplier1DDays to Expiry5.50Extrinsic Value100Contract SizeAmericanOptions Type0.9476Delta0.0044Gamma9.20Leverage Ratio-1.4503Theta0.0071Rho8.71Eff Leverage0.0182Vega