0.58Open0.56Pre Close2 Volume9 Open Interest7.50Strike Price116.00Turnover36.70%IV1.51%PremiumAug 16, 2024Expiry Date0.46Intrinsic Value100Multiplier24DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7599Delta0.4074Gamma13.27Leverage Ratio-0.0056Theta0.0037Rho10.08Eff Leverage0.0065Vega