0.40Open0.40Pre Close0 Volume15 Open Interest12.50Strike Price0.00Turnover30.53%IV3.12%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier27DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4746Delta0.3879Gamma31.23Leverage Ratio-0.0071Theta-0.0040Rho-14.82Eff Leverage0.0135Vega