0.03Open0.03Pre Close12 Volume475 Open Interest13.00Strike Price16.00Turnover53.36%IV14.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0869Gamma1132.00Leverage Ratio-0.0039Theta0.0001Rho36.09Eff Leverage0.0011Vega