0.58Open0.78Pre Close2 Volume381 Open Interest250.00Strike Price116.00Turnover31.52%IV6.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.0697Delta0.0135Gamma781.67Leverage Ratio-0.0974Theta0.0029Rho54.52Eff Leverage0.0420Vega