0.06Open0.35Pre Close14 Volume30 Open Interest27.00Strike Price116.00Turnover48.96%IV6.79%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0726Delta0.1011Gamma641.78Leverage Ratio-0.0248Theta-0.0002Rho-46.61Eff Leverage0.0039Vega