0.61Open0.65Pre Close2 Volume25 Open Interest2.00Strike Price117.00Turnover111.52%IV2.40%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8320Delta0.3673Gamma4.35Leverage Ratio-0.0041Theta0.0009Rho3.62Eff Leverage0.0015Vega