1.16Open0.75Pre Close1 Volume190 Open Interest21.00Strike Price116.00Turnover64.63%IV3.70%PremiumNov 15, 2024Expiry Date0.37Intrinsic Value100Multiplier9DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.6011Delta0.1771Gamma20.85Leverage Ratio-0.0492Theta0.0029Rho12.53Eff Leverage0.0130Vega