0.00Open0.01Pre Close0 Volume13.90K Open Interest515.00Strike Price0.00Turnover129.91%IV2.19%PremiumDec 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0086Delta0.0067Gamma52653.50Leverage Ratio-3.7290Theta0.0000Rho-451.14Eff Leverage0.0006Vega
MARKET-TEST-DUMMY : Do you believe algos to be one of the causes?