0.24Open0.40Pre Close5 Volume28 Open Interest30.00Strike Price116.00Turnover93.48%IV32.23%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0424Delta0.0085Gamma219.85Leverage Ratio-0.0192Theta-0.0012Rho-9.31Eff Leverage0.0102Vega