0.43Open0.75Pre Close3 Volume72 Open Interest340.00Strike Price116.00Turnover27.22%IV8.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0414Delta0.0050Gamma1230.90Leverage Ratio-0.0650Theta-0.0042Rho-50.91Eff Leverage0.0570Vega