0.06Open0.05Pre Close28 Volume677 Open Interest19.00Strike Price118.00Turnover84.09%IV46.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0403Delta0.0329Gamma326.00Leverage Ratio-0.0053Theta0.0003Rho13.14Eff Leverage0.0027Vega