0.40Open0.40Pre Close0 Volume15 Open Interest15.00Strike Price0.00Turnover54.36%IV9.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3479Delta0.2013Gamma35.25Leverage Ratio-0.0169Theta0.0026Rho12.26Eff Leverage0.0125Vega