0.05Open0.05Pre Close4 Volume23 Open Interest1.50Strike Price16.00Turnover350.10%IV51.49%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1787Delta0.7201Gamma33.67Leverage Ratio-0.0121Theta0.0000Rho6.02Eff Leverage0.0003Vega