0.00Open0.01Pre Close0 Volume20 Open Interest549.00Strike Price0.00Turnover345.80%IV4.28%PremiumDec 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0011Gamma52648.00Leverage Ratio-4.3310Theta0.0000Rho185.80Eff Leverage0.0003Vega
MARKET-TEST-DUMMY : Do you believe algos to be one of the causes?