0.03Open0.04Pre Close41 Volume431 Open Interest142.00Strike Price116.00Turnover41.19%IV10.91%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0105Delta0.0049Gamma6402.50Leverage Ratio-0.0140Theta0.0002Rho67.41Eff Leverage0.0038Vega