0.05Open0.09Pre Close22 Volume126 Open Interest79.00Strike Price117.00Turnover41.94%IV3.21%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0711Delta0.0849Gamma1531.80Leverage Ratio-0.1167Theta0.0001Rho108.86Eff Leverage0.0052Vega