0.58Open0.55Pre Close2 Volume417 Open Interest95.00Strike Price116.00Turnover16.24%IV2.54%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.2445Delta0.1031Gamma215.29Leverage Ratio-0.0321Theta-0.0079Rho-52.64Eff Leverage0.0591Vega