0.35Open0.35Pre Close0 Volume12 Open Interest5.00Strike Price0.00Turnover94.35%IV6.15%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier20DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5631Delta0.3480Gamma10.61Leverage Ratio-0.0112Theta0.0013Rho5.97Eff Leverage0.0047Vega