3.79Open3.79Pre Close0 Volume2 Open Interest510.00Strike Price0.00Turnover35.90%IV11.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry3.79Extrinsic Value100Contract SizeAmericanOptions Type0.1668Delta0.0056Gamma121.59Leverage Ratio-0.2185Theta0.0531Rho20.29Eff Leverage0.3106Vega