0.25Open0.45Pre Close5 Volume45 Open Interest38.00Strike Price116.00Turnover40.04%IV1.87%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.2476Delta0.4614Gamma375.20Leverage Ratio-0.1456Theta0.0002Rho92.91Eff Leverage0.0054Vega