0.40Open0.40Pre Close0 Volume60 Open Interest17.50Strike Price0.00Turnover85.42%IV14.50%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2277Delta0.0711Gamma32.00Leverage Ratio-0.0280Theta-0.0030Rho-7.29Eff Leverage0.0150Vega