1.16Open1.46Pre Close1 Volume8 Open Interest34.00Strike Price116.00Turnover75.58%IV3.35%PremiumSep 20, 2024Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.4803Delta0.1221Gamma26.14Leverage Ratio-0.1131Theta-0.0026Rho-12.55Eff Leverage0.0172Vega