0.37Open0.37Pre Close0 Volume21 Open Interest430.00Strike Price0.00Turnover55.61%IV23.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0608Delta0.0027Gamma309.57Leverage Ratio-0.1367Theta0.0108Rho18.82Eff Leverage0.0974Vega