0.35Open0.35Pre Close0 Volume119 Open Interest115.00Strike Price0.00Turnover47.68%IV8.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.0289Gamma388.04Leverage Ratio-0.0991Theta0.0014Rho38.41Eff Leverage0.0220Vega