0.01Open0.01Pre Close16 Volume120 Open Interest557.00Strike Price16.00Turnover35.86%IV2.46%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeEuropeanOptions Type0.0060Delta0.0032Gamma54364.00Leverage Ratio-0.1688Theta0.0000Rho324.19Eff Leverage0.0025Vega