0.01Open0.02Pre Close16 Volume223 Open Interest22.50Strike Price16.00Turnover116.06%IV7.14%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0274Delta0.0673Gamma2422.00Leverage Ratio-0.0678Theta0.0000Rho-66.48Eff Leverage0.0005Vega