0.35Open0.15Pre Close4 Volume454 Open Interest170.00Strike Price116.00Turnover31.08%IV12.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0316Delta0.0078Gamma1377.45Leverage Ratio-0.0230Theta0.0018Rho43.55Eff Leverage0.0208Vega