0.03Open0.15Pre Close4 Volume37 Open Interest24.00Strike Price16.00Turnover24.56%IV8.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0863Delta0.1221Gamma441.40Leverage Ratio-0.0051Theta0.0010Rho38.11Eff Leverage0.0083Vega