0.06Open0.09Pre Close51 Volume3 Open Interest26.50Strike Price116.00Turnover73.95%IV16.44%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0300Delta0.0384Gamma1138.75Leverage Ratio-0.0123Theta0.0001Rho34.12Eff Leverage0.0016Vega