0.10Open0.15Pre Close22 Volume584 Open Interest5.00Strike Price116.00Turnover47.98%IV6.54%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2954Delta0.8195Gamma63.20Leverage Ratio-0.0061Theta0.0005Rho18.67Eff Leverage0.0030Vega