0.15Open0.12Pre Close9 Volume938 Open Interest212.50Strike Price117.00Turnover67.94%IV17.24%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0233Delta0.0039Gamma1511.33Leverage Ratio-0.0678Theta0.0005Rho35.25Eff Leverage0.0114Vega