0.06Open0.06Pre Close0 Volume170 Open Interest66.00Strike Price0.00Turnover45.73%IV8.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0505Delta0.0359Gamma1016.00Leverage Ratio-0.0335Theta0.0003Rho51.26Eff Leverage0.0066Vega