0.06Open0.06Pre Close0 Volume231 Open Interest17.50Strike Price0.00Turnover18.77%IV6.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1420Delta0.2660Gamma274.83Leverage Ratio-0.0037Theta0.0017Rho39.04Eff Leverage0.0101Vega