0.11Open0.11Pre Close0 Volume27 Open Interest20.50Strike Price0.00Turnover41.38%IV2.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2852Delta0.5573Gamma189.36Leverage Ratio-0.0625Theta-0.0003Rho-54.00Eff Leverage0.0050Vega