0.11Open0.15Pre Close11 Volume170 Open Interest70.00Strike Price116.00Turnover89.45%IV39.49%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0010Gamma1155.20Leverage Ratio-0.0144Theta-0.0007Rho-11.90Eff Leverage0.0081Vega