0.05Open0.05Pre Close0 Volume20 Open Interest257.50Strike Price0.00Turnover48.48%IV3.50%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0265Delta0.0125Gamma5335.60Leverage Ratio-0.2658Theta-0.0001Rho-141.60Eff Leverage0.0062Vega