15.53Open11.50Pre Close1 Volume102 Open Interest245.00Strike Price1.55KTurnover17.05%IV0.36%PremiumJul 19, 2024Expiry Date14.59Intrinsic Value100Multiplier11DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9773Delta0.0069Gamma17.25Leverage Ratio-0.0517Theta0.0735Rho16.86Eff Leverage0.0246Vega