3.55Open3.55Pre Close0 Volume95 Open Interest43.00Strike Price0.00Turnover28.46%IV2.20%PremiumDec 20, 2024Expiry Date2.55Intrinsic Value100Multiplier6DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.9425Delta0.0675Gamma17.35Leverage Ratio-0.0194Theta0.0070Rho16.35Eff Leverage0.0069Vega