0.04Open0.13Pre Close38 Volume3.75K Open Interest47.00Strike Price116.00Turnover47.38%IV10.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0260Delta0.0294Gamma2137.00Leverage Ratio-0.0132Theta0.0001Rho55.65Eff Leverage0.0026Vega