0.06Open0.06Pre Close0 Volume231 Open Interest4.50Strike Price0.00Turnover161.82%IV65.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1338Delta0.2077Gamma45.83Leverage Ratio-0.0056Theta0.0002Rho6.13Eff Leverage0.0014Vega