0.04Open0.04Pre Close2.59K Volume6.25K Open Interest43.00Strike Price116.30KTurnover43.33%IV1.04%PremiumJul 19, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5547Delta0.2994Gamma70.74Leverage Ratio-0.1745Theta0.0012Rho39.24Eff Leverage0.0120Vega