0.00Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover21.06%IV2.79%PremiumDec 20, 2024Expiry Date79.27Intrinsic Value100Multiplier15DDays to Expiry33.23Extrinsic Value100Contract SizeAmericanOptions Type0.9522Delta0.0020Gamma14.40Leverage Ratio-0.2889Theta0.4316Rho13.71Eff Leverage0.2395Vega