0.03Open0.03Pre Close12 Volume475 Open Interest13.00Strike Price16.00Turnover54.93%IV14.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0868Gamma1132.00Leverage Ratio-0.0041Theta0.0001Rho36.08Eff Leverage0.0011Vega