0.05Open0.05Pre Close0 Volume214 Open Interest17.50Strike Price0.00Turnover40.87%IV6.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1223Delta0.2395Gamma329.00Leverage Ratio-0.0147Theta0.0003Rho40.22Eff Leverage0.0042Vega