0.15Open0.15Pre Close0 Volume8 Open Interest11.00Strike Price0.00Turnover19.52%IV4.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3038Delta0.6597Gamma106.80Leverage Ratio-0.0043Theta0.0020Rho32.44Eff Leverage0.0095Vega