0.16Open0.50Pre Close15 Volume169 Open Interest210.00Strike Price116.00Turnover44.11%IV14.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0102Delta0.0016Gamma4089.67Leverage Ratio-0.0227Theta-0.0005Rho-41.87Eff Leverage0.0104Vega