4.70Open4.70Pre Close0 Volume3 Open Interest165.00Strike Price0.00Turnover91.85%IV21.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.70Extrinsic Value100Contract SizeAmericanOptions Type0.2727Delta0.0106Gamma29.83Leverage Ratio-0.2462Theta0.0199Rho8.13Eff Leverage0.1134Vega