1.16Open2.70Pre Close1 Volume47 Open Interest105.00Strike Price116.00Turnover34.76%IV2.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.4048Delta0.0947Gamma89.54Leverage Ratio-0.1832Theta0.0053Rho36.25Eff Leverage0.0456Vega