0.08Open0.09Pre Close1.72K Volume1.20K Open Interest5.50Strike Price16.89KTurnover82.56%IV2.16%PremiumOct 4, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5750Delta1.2182Gamma35.81Leverage Ratio-0.0422Theta0.0001Rho20.59Eff Leverage0.0015Vega