4.62Open4.76Pre Close38 Volume644 Open Interest215.00Strike Price16.60KTurnover19.67%IV0.18%PremiumSep 27, 2024Expiry Date3.56Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7856Delta0.0694Gamma52.86Leverage Ratio-0.1433Theta-0.0144Rho-41.52Eff Leverage0.0641Vega