0.55Open0.27Pre Close2 Volume116 Open Interest20.00Strike Price116.00Turnover120.43%IV1.32%PremiumJan 10, 2025Expiry Date0.35Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6606Delta0.4596Gamma37.43Leverage Ratio-0.3584Theta-0.0001Rho-24.72Eff Leverage0.0024Vega