0.08Open0.04Pre Close2 Volume101 Open Interest81.50Strike Price16.00Turnover29.27%IV1.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.3296Delta0.1528Gamma159.15Leverage Ratio-0.1262Theta0.0026Rho52.45Eff Leverage0.0293Vega