1.16Open1.39Pre Close1 Volume11 Open Interest44.00Strike Price116.00Turnover84.90%IV0.07%PremiumJul 26, 2024Expiry Date1.13Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6375Delta0.1311Gamma23.82Leverage Ratio-0.2612Theta-0.0017Rho-15.18Eff Leverage0.0126Vega