1.16Open1.39Pre Close1 Volume11 Open Interest44.00Strike Price116.00Turnover86.50%IV0.07%PremiumJul 26, 2024Expiry Date1.13Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6376Delta0.1311Gamma23.82Leverage Ratio-0.2728Theta-0.0016Rho-15.19Eff Leverage0.0124Vega