0.06Open0.09Pre Close51 Volume3 Open Interest26.50Strike Price116.00Turnover74.96%IV16.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0381Gamma1140.00Leverage Ratio-0.0125Theta0.0001Rho34.03Eff Leverage0.0016Vega