1.16Open1.70Pre Close1 Volume332 Open Interest60.00Strike Price116.00Turnover32.48%IV3.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.4450Delta0.0901Gamma42.21Leverage Ratio-0.0490Theta0.0130Rho18.78Eff Leverage0.0533Vega