0.40Open0.40Pre Close0 Volume116 Open Interest4.00Strike Price0.00Turnover60.21%IV4.02%PremiumNov 15, 2024Expiry Date0.23Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6835Delta0.5844Gamma11.28Leverage Ratio-0.0055Theta0.0014Rho7.71Eff Leverage0.0036Vega