0.13Open0.10Pre Close9 Volume552 Open Interest11.00Strike Price117.00Turnover25.65%IV4.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.3136Delta0.5560Gamma85.12Leverage Ratio-0.0061Theta0.0018Rho26.70Eff Leverage0.0088Vega