0.01Open0.02Pre Close16 Volume661 Open Interest1.50Strike Price16.00Turnover112.04%IV8.02%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1497Delta1.8616Gamma162.00Leverage Ratio-0.0079Theta0.0000Rho-24.25Eff Leverage0.0003Vega