0.03Open0.03Pre Close0 Volume390 Open Interest7.00Strike Price0.00Turnover186.12%IV80.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0597Delta0.0899Gamma129.67Leverage Ratio-0.0062Theta0.0001Rho7.75Eff Leverage0.0008Vega