0.03Open0.02Pre Close55 Volume263 Open Interest290.00Strike Price116.00Turnover221.55%IV6.38%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0034Gamma13631.00Leverage Ratio-1.5016Theta0.0000Rho118.51Eff Leverage0.0007Vega