0.03Open0.02Pre Close55 Volume263 Open Interest290.00Strike Price116.00Turnover175.27%IV6.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0034Gamma13670.00Leverage Ratio-0.9382Theta0.0000Rho118.75Eff Leverage0.0009Vega