33.82Open34.25Pre Close34 Volume56 Open Interest190.00Strike Price115.78KTurnover63.96%IV1.46%PremiumDec 20, 2024Expiry Date33.60Intrinsic Value100Multiplier16DDays to Expiry3.27Extrinsic Value100Contract SizeAmericanOptions Type0.9031Delta0.0057Gamma6.32Leverage Ratio-0.1794Theta0.0727Rho5.70Eff Leverage0.0801Vega