0.00Open2.40Pre Close0 Volume120 Open Interest61.00Strike Price0.00Turnover20.20%IV2.21%PremiumDec 20, 2024Expiry Date1.03Intrinsic Value100Multiplier11DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.6437Delta0.1706Gamma41.35Leverage Ratio-0.0417Theta0.0118Rho26.62Eff Leverage0.0403Vega