0.20Open0.05Pre Close6 Volume608 Open Interest25.00Strike Price116.00Turnover147.50%IV71.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1236Delta0.0356Gamma49.00Leverage Ratio-0.0229Theta0.0011Rho6.06Eff Leverage0.0079Vega