0.04Open0.05Pre Close37 Volume152 Open Interest85.00Strike Price117.00Turnover34.94%IV2.77%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.0733Gamma3309.20Leverage Ratio-0.0802Theta0.0001Rho152.81Eff Leverage0.0037Vega