0.15Open0.05Pre Close12 Volume3.11K Open Interest82.50Strike Price116.00Turnover28.64%IV4.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0721Delta0.0580Gamma1052.53Leverage Ratio-0.0373Theta0.0006Rho75.87Eff Leverage0.0114Vega