0.39Open0.60Pre Close3 Volume13 Open Interest15.50Strike Price117.00Turnover36.36%IV0.53%PremiumSep 27, 2024Expiry Date0.31Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7082Delta0.6478Gamma37.98Leverage Ratio-0.0270Theta-0.0009Rho-26.90Eff Leverage0.0050Vega