0.07Open0.08Pre Close26 Volume341 Open Interest44.00Strike Price116.00Turnover41.71%IV6.86%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0515Gamma1348.86Leverage Ratio-0.0233Theta-0.0002Rho-65.40Eff Leverage0.0047Vega