5.20Open5.85Pre Close30 Volume263 Open Interest165.00Strike Price15.60KTurnover52.01%IV0.69%PremiumSep 20, 2024Expiry Date4.04Intrinsic Value100Multiplier2DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7241Delta0.0463Gamma31.60Leverage Ratio-0.5438Theta0.0079Rho22.88Eff Leverage0.0464Vega