0.49Open0.40Pre Close6 Volume12 Open Interest33.00Strike Price118.00Turnover19.78%IV1.23%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2106Delta0.6843Gamma653.00Leverage Ratio-0.0401Theta0.0003Rho137.52Eff Leverage0.0062Vega