0.01Open0.02Pre Close21.40K Volume19.88K Open Interest12.50Strike Price116.07KTurnover64.89%IV0.08%PremiumJun 28, 2024Expiry Date0.04Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8047Delta5.9038Gamma278.67Leverage Ratio-0.5407Theta0.0000Rho224.23Eff Leverage0.0002Vega