9.30Open9.30Pre Close0 Volume1 Open Interest53.00Strike Price0.00Turnover6002.08%IV5.66%PremiumDec 20, 2024Expiry Date6.68Intrinsic Value100Multiplier-2DDays to Expiry2.62Extrinsic Value100Contract SizeAmericanOptions Type-0.8416Delta0.0433Gamma6.86Leverage Ratio-464.1209Theta0.0000Rho-5.78Eff Leverage0.0002Vega