0.00Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover23.19%IV2.75%PremiumDec 20, 2024Expiry Date79.81Intrinsic Value100Multiplier15DDays to Expiry32.70Extrinsic Value100Contract SizeAmericanOptions Type0.9432Delta0.0020Gamma14.16Leverage Ratio-0.3309Theta0.4342Rho13.36Eff Leverage0.2784Vega