2.66Open2.66Pre Close0 Volume0 Open Interest92.00Strike Price0.00Turnover26.57%IV2.39%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier20DDays to Expiry2.21Extrinsic Value100Contract SizeAmericanOptions Type0.5587Delta0.0680Gamma34.76Leverage Ratio-0.0627Theta0.0274Rho19.42Eff Leverage0.0862Vega