0.00Open0.01Pre Close0 Volume12.12K Open Interest521.00Strike Price0.00Turnover42.24%IV1.04%PremiumDec 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0235Delta0.0488Gamma52648.00Leverage Ratio-3.0175Theta0.0000Rho-1236.02Eff Leverage0.0015Vega
MARKET-TEST-DUMMY : Do you believe algos to be one of the causes?