3.60Open3.60Pre Close0 Volume77 Open Interest50.00Strike Price0.00Turnover27.55%IV2.56%PremiumDec 20, 2024Expiry Date2.38Intrinsic Value100Multiplier26DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7296Delta0.0997Gamma16.86Leverage Ratio-0.0190Theta-0.0196Rho-12.30Eff Leverage0.0415Vega