0.29Open0.30Pre Close4 Volume45 Open Interest0.50Strike Price116.00Turnover512.16%IV-5.62%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier25DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8555Delta0.2004Gamma1.60Leverage Ratio-0.0051Theta0.0001Rho1.36Eff Leverage0.0005Vega