0.07Open0.08Pre Close26 Volume341 Open Interest44.00Strike Price116.00Turnover44.24%IV7.17%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0412Delta0.0429Gamma1353.29Leverage Ratio-0.0216Theta-0.0002Rho-55.82Eff Leverage0.0041Vega