0.07Open0.07Pre Close0 Volume401 Open Interest220.00Strike Price0.00Turnover35.12%IV9.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0217Delta0.0059Gamma2871.57Leverage Ratio-0.0347Theta0.0007Rho62.34Eff Leverage0.0130Vega