0.03Open0.03Pre Close0 Volume11 Open Interest157.50Strike Price0.00Turnover45.74%IV6.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0069Gamma5631.33Leverage Ratio-0.0292Theta-0.0001Rho-85.18Eff Leverage0.0046Vega