0.02Open0.02Pre Close91 Volume132 Open Interest370.00Strike Price116.00Turnover334.55%IV42.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0006Delta0.0000Gamma32152.00Leverage Ratio-0.0200Theta0.0000Rho-20.23Eff Leverage0.0007Vega