0.25Open0.40Pre Close5 Volume15 Open Interest22.50Strike Price117.00Turnover133.45%IV57.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1151Delta0.0416Gamma62.91Leverage Ratio-0.0212Theta0.0008Rho7.24Eff Leverage0.0068Vega