0.06Open0.06Pre Close0 Volume312 Open Interest37.00Strike Price0.00Turnover31.77%IV1.31%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2097Delta0.5657Gamma609.67Leverage Ratio-0.1064Theta0.0001Rho127.87Eff Leverage0.0046Vega