0.15Open0.15Pre Close0 Volume15 Open Interest95.00Strike Price0.00Turnover20.82%IV8.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0757Delta0.0316Gamma586.07Leverage Ratio-0.0150Theta0.0039Rho44.34Eff Leverage0.0308Vega