0.10Open0.10Pre Close12 Volume83 Open Interest26.00Strike Price116.00Turnover17.90%IV5.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0971Delta0.1338Gamma458.67Leverage Ratio-0.0041Theta-0.0016Rho-44.53Eff Leverage0.0123Vega