0.03Open0.03Pre Close0 Volume66 Open Interest78.00Strike Price0.00Turnover33.65%IV2.39%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0572Delta0.0940Gamma2662.67Leverage Ratio-0.0890Theta-0.0001Rho-152.30Eff Leverage0.0042Vega