0.48Open1.21Pre Close5 Volume33 Open Interest79.50Strike Price117.00Turnover16.83%IV0.12%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7931Delta1.1569Gamma548.67Leverage Ratio-0.2951Theta0.0002Rho435.13Eff Leverage0.0042Vega