9.45Open9.45Pre Close0 Volume2 Open Interest32.00Strike Price0.00Turnover484.18%IV78.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry9.45Extrinsic Value100Contract SizeAmericanOptions Type0.6604Delta0.0120Gamma2.46Leverage Ratio-0.2120Theta0.0043Rho1.62Eff Leverage0.0230Vega