0.56Open0.69Pre Close2 Volume80 Open Interest19.00Strike Price116.00Turnover25.70%IV0.22%PremiumJan 17, 2025Expiry Date0.56Intrinsic Value100Multiplier14DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7094Delta0.3807Gamma26.34Leverage Ratio-0.0102Theta-0.0042Rho-18.69Eff Leverage0.0123Vega