26.80Open39.57Pre Close6 Volume8 Open Interest2120.00Strike Price17.16KTurnover27.02%IV0.63%PremiumSep 27, 2024Expiry Date17.37Intrinsic Value100Multiplier4DDays to Expiry13.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6033Delta0.0065Gamma64.01Leverage Ratio-2.8992Theta-0.1253Rho-38.61Eff Leverage0.8465Vega