0.51Open0.70Pre Close2 Volume30 Open Interest277.50Strike Price116.00Turnover43.54%IV6.26%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.1284Delta0.0170Gamma373.94Leverage Ratio-0.2989Theta0.0038Rho48.01Eff Leverage0.0594Vega