5.90Open4.85Pre Close227 Volume1.06K Open Interest74.00Strike Price116.56KTurnover51.19%IV0.25%PremiumNov 29, 2024Expiry Date4.61Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8854Delta0.0476Gamma16.13Leverage Ratio-0.1095Theta0.0066Rho14.28Eff Leverage0.0154Vega