0.15Open0.15Pre Close0 Volume155 Open Interest92.50Strike Price0.00Turnover4169.74%IV9.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0271Gamma565.07Leverage Ratio-447.7962Theta0.0000Rho39.58Eff Leverage0.0002Vega