0.10Open0.05Pre Close4 Volume19 Open Interest220.00Strike Price16.00Turnover40.97%IV22.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0010Gamma9006.50Leverage Ratio-0.0068Theta0.0003Rho43.02Eff Leverage0.0046Vega