0.00Open6.40Pre Close0 Volume0 Open Interest91.00Strike Price0.00Turnover1515.04%IV3.80%PremiumDec 31, 2024Expiry Date3.06Intrinsic Value100Multiplier-6DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.9675Delta0.0261Gamma13.74Leverage Ratio-56.4044Theta0.0000Rho-13.29Eff Leverage0.0001Vega