0.00Open3.90Pre Close0 Volume4 Open Interest77.00Strike Price0.00Turnover30.28%IV2.05%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier15DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6778Delta0.0798Gamma23.32Leverage Ratio-0.0500Theta-0.0180Rho-15.81Eff Leverage0.0541Vega