2.70Open2.70Pre Close0 Volume288 Open Interest130.00Strike Price0.00Turnover43.78%IV2.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4423Delta0.0386Gamma36.88Leverage Ratio-0.1704Theta-0.0178Rho-16.31Eff Leverage0.0924Vega