2.70Open16.70Pre Close114 Volume43 Open Interest21050.00Strike Price16.15KTurnover34.84%IV1.56%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeEuropeanOptions Type0.0029Delta0.0001Gamma103634.61Leverage Ratio-5.6199Theta0.0002Rho302.78Eff Leverage0.0292Vega