0.03Open0.03Pre Close52 Volume515 Open Interest46.50Strike Price116.00Turnover49.75%IV3.55%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0612Delta0.1075Gamma1606.33Leverage Ratio-0.0813Theta-0.0001Rho-98.26Eff Leverage0.0027Vega