0.11Open0.11Pre Close0 Volume43 Open Interest47.00Strike Price0.00Turnover24.70%IV7.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1053Delta0.0817Gamma399.45Leverage Ratio-0.0135Theta0.0019Rho42.05Eff Leverage0.0164Vega