0.45Open0.27Pre Close345 Volume939 Open Interest21.00Strike Price16.94KTurnover60.67%IV4.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4353Delta0.2096Gamma35.79Leverage Ratio-0.0473Theta0.0019Rho15.58Eff Leverage0.0122Vega