0.32Open0.24Pre Close3 Volume335 Open Interest187.50Strike Price116.00Turnover29.94%IV2.26%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1677Delta0.0663Gamma548.48Leverage Ratio-0.2635Theta0.0014Rho92.00Eff Leverage0.0317Vega