2.60Open2.90Pre Close41 Volume137 Open Interest157.50Strike Price16.60KTurnover27.18%IV0.56%PremiumJul 5, 2024Expiry Date3.95Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.8566Delta0.0586Gamma37.55Leverage Ratio-0.1707Theta0.0104Rho32.16Eff Leverage0.0321Vega