0.00Open0.01Pre Close0 Volume11.72K Open Interest516.00Strike Price0.00Turnover115.90%IV1.99%PremiumDec 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0095Delta0.0082Gamma52648.00Leverage Ratio-3.6591Theta0.0000Rho-500.26Eff Leverage0.0007Vega
MARKET-TEST-DUMMY : Do you believe algos to be one of the causes?