0.02Open0.02Pre Close35 Volume726 Open Interest28.00Strike Price116.00Turnover40.68%IV4.67%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0610Delta0.1574Gamma1338.50Leverage Ratio-0.0183Theta0.0001Rho81.72Eff Leverage0.0023Vega