0.06Open0.08Pre Close2 Volume589 Open Interest15.00Strike Price16.00Turnover70.03%IV14.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0967Delta0.0819Gamma173.90Leverage Ratio-0.0162Theta-0.0005Rho-16.82Eff Leverage0.0051Vega