0.11Open0.11Pre Close0 Volume42 Open Interest71.00Strike Price0.00Turnover53.37%IV5.28%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0823Delta0.0526Gamma680.36Leverage Ratio-0.0927Theta-0.0003Rho-55.98Eff Leverage0.0082Vega