4.20Open4.40Pre Close37 Volume400 Open Interest10.00Strike Price16.68KTurnover68.60%IV0.36%PremiumJan 17, 2025Expiry Date4.05Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9786Delta0.0206Gamma3.35Leverage Ratio-0.0037Theta0.0064Rho3.27Eff Leverage0.0019Vega