0.03Open0.03Pre Close0 Volume390 Open Interest7.00Strike Price0.00Turnover153.33%IV72.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0607Delta0.0934Gamma136.00Leverage Ratio-0.0049Theta0.0001Rho8.25Eff Leverage0.0010Vega