0.04Open0.05Pre Close4 Volume10 Open Interest15.00Strike Price16.00Turnover13.55%IV3.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1655Delta0.5380Gamma362.50Leverage Ratio-0.0031Theta0.0013Rho59.98Eff Leverage0.0085Vega