0.03Open0.03Pre Close0 Volume2.11K Open Interest9.00Strike Price0.00Turnover50.18%IV8.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1163Delta0.3603Gamma276.67Leverage Ratio-0.0084Theta0.0002Rho32.17Eff Leverage0.0021Vega