0.05Open0.03Pre Close23 Volume341 Open Interest5.50Strike Price117.00Turnover121.54%IV2.97%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3304Delta1.5378Gamma107.80Leverage Ratio-0.0925Theta0.0000Rho35.62Eff Leverage0.0007Vega