0.04Open0.05Pre Close4 Volume804 Open Interest8.00Strike Price16.00Turnover112.45%IV29.47%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0863Delta0.1458Gamma155.25Leverage Ratio-0.0095Theta0.0001Rho13.40Eff Leverage0.0015Vega