0.35Open0.15Pre Close4 Volume454 Open Interest170.00Strike Price116.00Turnover33.88%IV12.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0316Delta0.0078Gamma1377.45Leverage Ratio-0.0269Theta0.0015Rho43.48Eff Leverage0.0191Vega