0.03Open0.01Pre Close6 Volume111 Open Interest66.00Strike Price16.00Turnover56.26%IV8.47%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0104Delta0.0099Gamma7210.00Leverage Ratio-0.0099Theta0.0000Rho-75.05Eff Leverage0.0014Vega