0.02Open0.03Pre Close59 Volume141 Open Interest205.00Strike Price118.00Turnover57.40%IV11.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0074Delta0.0024Gamma9158.00Leverage Ratio-0.0191Theta0.0001Rho67.62Eff Leverage0.0030Vega