0.30Open0.30Pre Close0 Volume25 Open Interest4.00Strike Price0.00Turnover90.26%IV11.69%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4865Delta0.4426Gamma12.83Leverage Ratio-0.0076Theta0.0011Rho6.24Eff Leverage0.0040Vega