0.16Open0.21Pre Close1 Volume11 Open Interest126.50Strike Price16.00Turnover105.90%IV20.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0351Delta0.0074Gamma752.57Leverage Ratio-0.0991Theta0.0003Rho26.40Eff Leverage0.0076Vega