0.06Open0.07Pre Close11 Volume117 Open Interest195.00Strike Price117.00Turnover39.30%IV3.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1096Delta0.0356Gamma684.73Leverage Ratio-0.2284Theta0.0010Rho75.02Eff Leverage0.0251Vega