4.70Open4.70Pre Close0 Volume22 Open Interest85.00Strike Price0.00Turnover32.86%IV1.28%PremiumDec 20, 2024Expiry Date3.66Intrinsic Value100Multiplier20DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6983Delta0.0575Gamma17.49Leverage Ratio-0.0493Theta-0.0265Rho-12.21Eff Leverage0.0657Vega