39.75Open36.97Pre Close4 Volume3.21K Open Interest98.00Strike Price16.21KTurnover139.67%IV0.41%PremiumOct 18, 2024Expiry Date39.94Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9916Delta0.0011Gamma3.45Leverage Ratio-0.0537Theta0.0110Rho3.42Eff Leverage0.0034Vega