0.15Open0.15Pre Close0 Volume119 Open Interest6.00Strike Price0.00Turnover39.75%IV2.33%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier27DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5397Delta0.6073Gamma21.85Leverage Ratio-0.0051Theta0.0022Rho11.79Eff Leverage0.0065Vega