0.03Open0.03Pre Close0 Volume204 Open Interest12.50Strike Price0.00Turnover50.18%IV6.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1151Delta0.3565Gamma393.67Leverage Ratio-0.0162Theta0.0001Rho45.33Eff Leverage0.0021Vega