0.03Open0.03Pre Close52 Volume515 Open Interest46.50Strike Price116.00Turnover65.35%IV3.55%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0612Delta0.1077Gamma1606.33Leverage Ratio-0.1407Theta0.0000Rho-98.34Eff Leverage0.0021Vega