0.17Open0.11Pre Close9 Volume61 Open Interest225.00Strike Price117.00Turnover41.20%IV9.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0129Delta0.0030Gamma4957.80Leverage Ratio-0.0331Theta-0.0003Rho-63.96Eff Leverage0.0088Vega