0.11Open0.11Pre Close0 Volume30 Open Interest19.00Strike Price0.00Turnover82.46%IV35.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0892Delta0.0559Gamma128.00Leverage Ratio-0.0103Theta0.0007Rho11.42Eff Leverage0.0057Vega