0.01Open0.02Pre Close95 Volume503 Open Interest64.00Strike Price116.00Turnover27.86%IV5.00%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0407Gamma4064.67Leverage Ratio-0.0118Theta0.0001Rho107.37Eff Leverage0.0033Vega