0.03Open0.13Pre Close46 Volume117 Open Interest130.00Strike Price117.00Turnover65.68%IV16.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0033Gamma5579.00Leverage Ratio-0.0162Theta0.0001Rho48.33Eff Leverage0.0025Vega