0.13Open0.13Pre Close0 Volume36 Open Interest28.00Strike Price0.00Turnover15.45%IV4.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2070Delta0.2514Gamma207.23Leverage Ratio-0.0066Theta0.0041Rho42.90Eff Leverage0.0210Vega