53.45Open53.45Pre Close0 Volume30 Open Interest100.00Strike Price0.00Turnover65.27%IV0.29%PremiumDec 20, 2024Expiry Date53.00Intrinsic Value100Multiplier30DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9912Delta0.0008Gamma2.86Leverage Ratio-0.0226Theta0.0816Rho2.84Eff Leverage0.0105Vega