4.62Open4.76Pre Close38 Volume644 Open Interest215.00Strike Price16.60KTurnover19.86%IV0.18%PremiumSep 27, 2024Expiry Date3.56Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7859Delta0.0693Gamma52.86Leverage Ratio-0.1465Theta-0.0141Rho-41.54Eff Leverage0.0634Vega