0.02Open0.02Pre Close45 Volume591 Open Interest83.50Strike Price117.00Turnover12.15%IV0.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0998Delta0.3304Gamma2368.29Leverage Ratio-0.0250Theta0.0002Rho236.46Eff Leverage0.0076Vega