0.48Open1.21Pre Close5 Volume33 Open Interest79.50Strike Price117.00Turnover24.17%IV0.02%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7143Delta1.0291Gamma379.21Leverage Ratio-0.5391Theta0.0002Rho270.85Eff Leverage0.0046Vega