0.12Open0.13Pre Close11 Volume804 Open Interest37.50Strike Price116.00Turnover21.50%IV7.43%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0943Delta0.0968Gamma466.67Leverage Ratio-0.0078Theta0.0017Rho43.99Eff Leverage0.0136Vega