0.05Open0.05Pre Close0 Volume35 Open Interest24.00Strike Price0.00Turnover27.87%IV11.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0770Delta0.0973Gamma433.20Leverage Ratio-0.0050Theta0.0010Rho33.34Eff Leverage0.0077Vega