0.20Open0.14Pre Close6 Volume487 Open Interest20.00Strike Price118.00Turnover12.07%IV0.50%PremiumDec 6, 2024Expiry Date0.08Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6120Delta1.5551Gamma142.29Leverage Ratio-0.0116Theta-0.0011Rho-87.08Eff Leverage0.0079Vega