0.01Open0.03Pre Close42 Volume712 Open Interest1845.00Strike Price116.00Turnover479.31%IV14.12%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type-0.0010Delta0.0000Gamma71608.89Leverage Ratio-4.5940Theta0.0000Rho-71.78Eff Leverage0.0008Vega