0.02Open0.01Pre Close62 Volume142 Open Interest73.00Strike Price116.00Turnover45.64%IV8.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0087Gamma7964.00Leverage Ratio-0.0091Theta0.0000Rho-77.54Eff Leverage0.0017Vega