0.07Open0.08Pre Close26 Volume341 Open Interest44.00Strike Price116.00Turnover43.90%IV6.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0415Delta0.0435Gamma1177.30Leverage Ratio-0.0215Theta-0.0002Rho-48.88Eff Leverage0.0041Vega