2.21Open2.68Pre Close59 Volume48 Open Interest120.00Strike Price16.81KTurnover20.36%IV0.24%PremiumDec 6, 2024Expiry Date3.02Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8830Delta0.0852Gamma36.84Leverage Ratio-0.0492Theta-0.0079Rho-32.53Eff Leverage0.0239Vega