0.05Open0.05Pre Close0 Volume111 Open Interest54.00Strike Price0.00Turnover34.54%IV2.28%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1050Delta0.1840Gamma1104.20Leverage Ratio-0.0897Theta-0.0001Rho-115.96Eff Leverage0.0052Vega