0.01Open0.02Pre Close6 Volume490 Open Interest8.50Strike Price16.00Turnover118.92%IV9.41%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0587Delta0.2014Gamma623.33Leverage Ratio-0.0328Theta0.0000Rho-36.60Eff Leverage0.0006Vega