1.16Open1.39Pre Close1 Volume768 Open Interest79.00Strike Price116.00Turnover17.05%IV-0.05%PremiumJul 12, 2024Expiry Date1.20Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8690Delta0.1853Gamma60.53Leverage Ratio-0.0556Theta0.0048Rho52.60Eff Leverage0.0143Vega