0.50Open1.80Pre Close2 Volume1 Open Interest106.00Strike Price116.00Turnover22.12%IV0.94%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4203Delta0.2021Gamma177.23Leverage Ratio-0.1662Theta-0.0028Rho-74.49Eff Leverage0.0342Vega