1.16Open1.39Pre Close1 Volume768 Open Interest79.00Strike Price116.00Turnover15.93%IV-0.10%PremiumJul 12, 2024Expiry Date1.24Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8920Delta0.1730Gamma59.66Leverage Ratio-0.0462Theta0.0049Rho53.22Eff Leverage0.0125Vega