0.11Open0.11Pre Close0 Volume37 Open Interest23.00Strike Price0.00Turnover115.77%IV40.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0246Delta0.0054Gamma347.91Leverage Ratio-0.0140Theta-0.0006Rho-8.56Eff Leverage0.0053Vega