0.25Open0.27Pre Close6 Volume760 Open Interest95.00Strike Price116.00Turnover55.01%IV8.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0825Delta0.0320Gamma502.69Leverage Ratio-0.0939Theta0.0007Rho41.48Eff Leverage0.0131Vega