0.37Open1.05Pre Close3 Volume14 Open Interest31.00Strike Price117.00Turnover63.20%IV3.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3316Delta0.1730Gamma66.99Leverage Ratio-0.1004Theta-0.0011Rho-22.21Eff Leverage0.0120Vega