0.02Open0.02Pre Close75 Volume1.50K Open Interest48.00Strike Price116.00Turnover38.78%IV3.92%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0470Delta0.0946Gamma2310.50Leverage Ratio-0.0200Theta0.0001Rho108.54Eff Leverage0.0026Vega