0.15Open0.15Pre Close0 Volume96 Open Interest0.50Strike Price0.00Turnover349.37%IV25.00%PremiumNov 15, 2024Expiry Date0.02Intrinsic Value100Multiplier20DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6793Delta0.8281Gamma2.97Leverage Ratio-0.0038Theta0.0001Rho2.02Eff Leverage0.0004Vega