0.05Open0.05Pre Close4 Volume759 Open Interest7.50Strike Price16.00Turnover398.98%IV13.75%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1037Delta0.2854Gamma220.67Leverage Ratio-0.2674Theta0.0000Rho22.87Eff Leverage0.0003Vega