0.07Open0.07Pre Close0 Volume105 Open Interest55.00Strike Price0.00Turnover66.04%IV9.29%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0598Delta0.0428Gamma719.86Leverage Ratio-0.0526Theta0.0002Rho43.07Eff Leverage0.0050Vega