0.10Open0.15Pre Close19 Volume37 Open Interest8.00Strike Price116.00Turnover85.72%IV9.86%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1243Delta0.2629Gamma176.40Leverage Ratio-0.0200Theta-0.0001Rho-21.93Eff Leverage0.0019Vega