0.02Open0.03Pre Close9 Volume323 Open Interest30.00Strike Price16.00Turnover106.06%IV30.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0116Gamma2303.00Leverage Ratio-0.0070Theta0.0000Rho26.57Eff Leverage0.0007Vega