0.03Open0.03Pre Close0 Volume20 Open Interest77.00Strike Price0.00Turnover95.28%IV11.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0165Delta0.0083Gamma2895.00Leverage Ratio-0.0300Theta0.0000Rho-47.75Eff Leverage0.0021Vega