1.16Open0.96Pre Close1 Volume24 Open Interest73.00Strike Price116.00Turnover28.73%IV0.24%PremiumDec 13, 2024Expiry Date0.98Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7793Delta0.2260Gamma63.78Leverage Ratio-0.1523Theta0.0022Rho49.70Eff Leverage0.0136Vega