0.26Open0.30Pre Close4 Volume451 Open Interest7.50Strike Price116.00Turnover47.75%IV5.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4709Delta0.4486Gamma24.53Leverage Ratio-0.0080Theta0.0020Rho11.55Eff Leverage0.0074Vega