0.20Open0.07Pre Close6 Volume380 Open Interest32.50Strike Price116.00Turnover52.16%IV7.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.0832Gamma280.64Leverage Ratio-0.0369Theta-0.0006Rho-31.08Eff Leverage0.0082Vega