0.05Open0.05Pre Close0 Volume296 Open Interest36.00Strike Price0.00Turnover89.90%IV23.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0254Gamma585.20Leverage Ratio-0.0216Theta0.0002Rho22.81Eff Leverage0.0031Vega