0.01Open0.02Pre Close64 Volume535 Open Interest7.50Strike Price116.00Turnover194.45%IV17.53%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0435Delta0.1583Gamma639.00Leverage Ratio-0.0317Theta0.0000Rho27.77Eff Leverage0.0003Vega