2.65Open1.70Pre Close393 Volume2.30K Open Interest65.00Strike Price116.31KTurnover45.66%IV0.90%PremiumJan 17, 2025Expiry Date2.54Intrinsic Value100Multiplier7DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.6905Delta0.0884Gamma20.15Leverage Ratio-0.0967Theta-0.0079Rho-13.91Eff Leverage0.0310Vega