0.11Open0.11Pre Close0 Volume9 Open Interest96.00Strike Price0.00Turnover66.71%IV5.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0793Delta0.0476Gamma831.36Leverage Ratio-0.2365Theta0.0002Rho65.96Eff Leverage0.0069Vega