1.16Open1.16Pre Close1 Volume0 Open Interest22.50Strike Price116.00Turnover37.59%IV0.47%PremiumJul 19, 2024Expiry Date1.06Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8813Delta0.2409Gamma19.49Leverage Ratio-0.0174Theta-0.0017Rho-17.18Eff Leverage0.0045Vega