0.02Open0.04Pre Close26 Volume439 Open Interest50.00Strike Price116.00Turnover29.61%IV4.16%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0682Delta0.0889Gamma1158.22Leverage Ratio-0.0256Theta-0.0003Rho-79.01Eff Leverage0.0066Vega