21.67Open21.67Pre Close0 Volume9 Open Interest117.00Strike Price0.00Turnover69.23%IV4.54%PremiumDec 20, 2024Expiry Date15.65Intrinsic Value100Multiplier4DDays to Expiry6.02Extrinsic Value100Contract SizeAmericanOptions Type0.9670Delta0.0079Gamma8.38Leverage Ratio-0.0899Theta0.0115Rho8.11Eff Leverage0.0099Vega