0.20Open0.07Pre Close6 Volume380 Open Interest32.50Strike Price116.00Turnover53.82%IV7.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.1108Delta0.0833Gamma280.64Leverage Ratio-0.0392Theta-0.0005Rho-31.09Eff Leverage0.0080Vega