20.80Open20.50Pre Close2 Volume11 Open Interest155.00Strike Price4.26KTurnover30.66%IV2.16%PremiumOct 18, 2024Expiry Date18.07Intrinsic Value100Multiplier16DDays to Expiry3.73Extrinsic Value100Contract SizeAmericanOptions Type0.9598Delta0.0076Gamma9.30Leverage Ratio-0.0481Theta0.0674Rho8.93Eff Leverage0.0320Vega