0.01Open0.02Pre Close16 Volume280 Open Interest59.00Strike Price16.00Turnover63.14%IV8.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0121Gamma6461.50Leverage Ratio-0.0100Theta0.0000Rho-74.36Eff Leverage0.0012Vega