0.40Open0.40Pre Close0 Volume259 Open Interest8.00Strike Price0.00Turnover43.68%IV7.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3609Delta0.4351Gamma36.62Leverage Ratio-0.0074Theta-0.0017Rho-13.22Eff Leverage0.0074Vega