0.03Open0.03Pre Close0 Volume120 Open Interest82.00Strike Price0.00Turnover80.60%IV11.56%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0073Gamma3089.33Leverage Ratio-0.0292Theta-0.0001Rho-47.84Eff Leverage0.0026Vega