0.03Open0.04Pre Close6 Volume516 Open Interest16.50Strike Price16.00Turnover68.32%IV7.16%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0826Delta0.1871Gamma514.17Leverage Ratio-0.0233Theta0.0001Rho42.46Eff Leverage0.0018Vega