0.03Open0.03Pre Close0 Volume11 Open Interest71.00Strike Price0.00Turnover44.80%IV7.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0265Delta0.0209Gamma2549.33Leverage Ratio-0.0242Theta-0.0001Rho-67.60Eff Leverage0.0040Vega