0.02Open0.04Pre Close58 Volume4.18K Open Interest26.00Strike Price116.00Turnover46.61%IV10.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0238Delta0.0495Gamma2360.00Leverage Ratio-0.0065Theta0.0001Rho56.29Eff Leverage0.0014Vega