26.52Open23.77Pre Close6 Volume38 Open Interest570.00Strike Price16.15KTurnover21.61%IV1.56%PremiumOct 18, 2024Expiry Date17.15Intrinsic Value100Multiplier14DDays to Expiry9.18Extrinsic Value100Contract SizeAmericanOptions Type0.7867Delta0.0117Gamma26.81Leverage Ratio-0.3189Theta0.1693Rho21.09Eff Leverage0.3350Vega