0.04Open0.02Pre Close29 Volume251 Open Interest37.00Strike Price116.00Turnover28.61%IV5.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0577Delta0.0939Gamma1165.33Leverage Ratio-0.0120Theta0.0003Rho67.27Eff Leverage0.0050Vega