0.03Open0.03Pre Close0 Volume1.50K Open Interest12.00Strike Price0.00Turnover3636.68%IV5.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1156Delta0.3729Gamma420.33Leverage Ratio-106.0462Theta0.0000Rho-48.59Eff Leverage0.0000Vega