12.32Open20.65Pre Close10 Volume447 Open Interest680.00Strike Price16.08KTurnover45.61%IV2.09%PremiumJan 17, 2025Expiry Date3.06Intrinsic Value100Multiplier6DDays to Expiry14.29Extrinsic Value100Contract SizeAmericanOptions Type0.5469Delta0.0099Gamma38.59Leverage Ratio-1.4215Theta0.0584Rho21.11Eff Leverage0.3465Vega