0.39Open1.35Pre Close3 Volume24 Open Interest90.00Strike Price116.00Turnover37.70%IV12.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.0806Delta0.0150Gamma269.42Leverage Ratio-0.0295Theta-0.0052Rho-21.73Eff Leverage0.0395Vega