0.05Open0.05Pre Close0 Volume21 Open Interest17.50Strike Price0.00Turnover40.12%IV16.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0777Delta0.0981Gamma302.20Leverage Ratio-0.0050Theta0.0007Rho23.49Eff Leverage0.0054Vega