0.62Open0.90Pre Close7 Volume6 Open Interest27.00Strike Price117.00Turnover292.94%IV0.11%PremiumAug 23, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7366Delta2.5977Gamma359.60Leverage Ratio-22.4705Theta0.0000Rho-264.89Eff Leverage0.0001Vega